+126.2%
FERG vs DOCN
+70.4%
+55.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -15.9% | +10.7% | -3.4% |
| 7D | -2.0% | -29.3% | +27.3% | +1.7% |
| 30D | +5.5% | -46.0% | +51.6% | +12.4% |
| 3M | -7.3% | -43.2% | +35.9% | -2.4% |
| 6M | -6.1% | -53.7% | +47.6% | +0.3% |
| YTD | +7.5% | +46.9% | -39.4% | -4.4% |
| 1Y | -3.9% | +54.3% | -58.2% | -15.2% |
| 3Y | +57.3% | +185.5% | -128.3% | +23.8% |
| 5Y | +68.9% | -31.1% | +100.0% | +41.4% |
| All | +126.2% | +70.4% | +55.8% | +84.1% |
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