+113.3%
FERG vs DOCS
-19.3%
+132.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | +6.4% | -4.2% | +10.6% | +6.8% |
| 30D | +19.9% | +8.6% | +11.3% | +19.1% |
| 3M | +5.6% | +27.2% | -21.7% | +3.4% |
| 6M | +9.2% | +26.5% | -17.3% | +6.2% |
| YTD | +20.6% | -25.0% | +45.6% | +22.3% |
| 1Y | +5.7% | -37.0% | +42.7% | +8.8% |
| 3Y | +73.6% | +39.4% | +34.2% | +60.1% |
| 5Y | +86.2% | -56.7% | +142.9% | +80.1% |
| All | +113.3% | -19.3% | +132.6% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling