+1,394.3%
FERG vs DOC
+79.2%
+1,315.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -4.9% | -5.2% |
| 7D | -2.0% | +6.2% | -8.2% | -2.5% |
| 30D | +5.5% | +6.5% | -1.0% | +4.9% |
| 3M | -7.3% | -6.2% | -1.1% | -6.9% |
| 6M | -6.1% | +25.6% | -31.7% | -8.1% |
| YTD | +7.5% | +32.1% | -24.6% | +4.6% |
| 1Y | -3.9% | +20.3% | -24.2% | -5.7% |
| 3Y | +57.3% | +42.7% | +14.5% | +52.9% |
| 5Y | +68.9% | -22.2% | +91.0% | +66.7% |
| 10Y | +439.0% | +16.5% | +422.5% | +441.5% |
| All | +1,394.3% | +79.2% | +1,315.1% | +1,429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling