+4.7%
FERG vs DOCS
-40.0%
+44.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | +17.9% | +6.3% | +11.6% | +17.8% |
| 3M | -1.3% | +26.5% | -27.8% | -1.7% |
| 6M | +8.3% | +24.8% | -16.5% | +7.7% |
| YTD | +18.3% | -26.8% | +45.1% | +22.6% |
| 1Y | +4.7% | -38.3% | +43.0% | +13.3% |
| All | +4.7% | -40.0% | +44.7% | +13.3% |
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