+144.6%
FERG vs DOCN
+117.0%
+27.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.4% | -7.0% | -4.0% |
| 7D | +8.2% | +27.4% | -19.2% | +5.2% |
| 30D | +14.4% | -29.7% | +44.1% | +18.3% |
| 3M | +4.3% | -32.5% | +36.8% | +7.8% |
| 6M | +7.9% | -42.2% | +50.0% | +12.4% |
| YTD | +16.3% | +87.2% | -70.9% | +0.6% |
| 1Y | +2.2% | +86.2% | -84.0% | -11.5% |
| 3Y | +67.3% | +257.4% | -190.1% | +28.4% |
| 5Y | +75.3% | -27.4% | +102.7% | +43.9% |
| All | +144.6% | +117.0% | +27.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling