+153.9%
FERG vs DOCN
+110.0%
+43.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.6% | +0.8% |
| 7D | +6.4% | +3.7% | +2.7% | +5.9% |
| 30D | +19.9% | -33.7% | +53.6% | +24.9% |
| 3M | +5.6% | -27.9% | +33.4% | +8.1% |
| 6M | +9.2% | -46.4% | +55.7% | +14.9% |
| YTD | +20.6% | +81.1% | -60.5% | +4.8% |
| 1Y | +5.7% | +74.3% | -68.6% | -7.8% |
| 3Y | +73.6% | +245.8% | -172.2% | +33.8% |
| 5Y | +86.2% | -23.7% | +110.0% | +52.8% |
| All | +153.9% | +110.0% | +43.9% | +101.8% |
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