+65.0%
FERG vs DOCN
-32.3%
+97.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -2.1% | -19.2% | +17.1% | +0.3% |
| 30D | +8.7% | -43.1% | +51.7% | +15.5% |
| 3M | -7.4% | -40.7% | +33.3% | -2.7% |
| 6M | -6.6% | -55.0% | +48.3% | +0.5% |
| YTD | +6.6% | +50.6% | -44.0% | -6.5% |
| 1Y | -3.6% | +54.0% | -57.5% | -15.8% |
| 3Y | +56.4% | +203.9% | -147.5% | +19.0% |
| All | +65.0% | -32.3% | +97.3% | +38.7% |
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