+119.2%
FERG vs DOCN
+171.0%
-51.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 6M | -6.5% | +115.2% | -121.7% | -18.8% |
| YTD | +4.2% | +133.7% | -129.6% | -11.1% |
| 1Y | -2.3% | +250.2% | -252.4% | -21.8% |
| 3Y | +48.5% | +320.3% | -271.8% | +12.7% |
| 5Y | +72.0% | +53.1% | +18.9% | +36.5% |
| All | +119.2% | +171.0% | -51.8% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling