+71.5%
FERG vs DOCN
+54.1%
+17.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.0% |
| 7D | 0.0% | +1.1% | -1.2% | -0.2% |
| 30D | -10.2% | -9.6% | -0.5% | -9.3% |
| 3M | -0.6% | -37.7% | +37.1% | +4.4% |
| 6M | -6.5% | +115.2% | -121.7% | -19.6% |
| YTD | +4.2% | +133.7% | -129.6% | -12.2% |
| 1Y | -2.3% | +250.2% | -252.4% | -23.1% |
| 3Y | +48.5% | +320.3% | -271.8% | +10.1% |
| All | +71.5% | +54.1% | +17.4% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling