+83.9%
FERG vs DOCN
-31.5%
+115.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +8.0% | +3.2% | +10.2% |
| 7D | +7.3% | -12.8% | +20.1% | +9.0% |
| 30D | +18.1% | -41.9% | +60.1% | +25.3% |
| 3M | +1.6% | -36.9% | +38.6% | +6.1% |
| 6M | +8.5% | -52.2% | +60.8% | +16.2% |
| YTD | +18.6% | +62.7% | -44.2% | +3.1% |
| 1Y | +5.7% | +58.2% | -52.5% | -7.8% |
| 3Y | +74.0% | +219.5% | -145.5% | +31.8% |
| 5Y | +83.9% | -32.9% | +116.7% | +54.1% |
| All | +83.9% | -31.5% | +115.4% | +54.1% |
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