-2.3%
FERG vs DOCS
-60.9%
+58.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.4% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -10.2% | +21.8% | -32.0% | -10.8% |
| 3M | -0.6% | +27.3% | -27.9% | -1.3% |
| 6M | -6.5% | -0.3% | -6.2% | -6.4% |
| YTD | +4.2% | -40.5% | +44.7% | +7.7% |
| 1Y | -2.3% | -61.5% | +59.3% | +6.1% |
| All | -2.3% | -60.9% | +58.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling