+7.1%
FERG vs DOCS
-33.3%
+40.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +9.7% | +2.6% | +7.2% | +9.7% |
| 30D | +15.0% | +11.4% | +3.6% | +14.8% |
| 3M | +3.8% | +25.4% | -21.6% | +3.3% |
| 6M | +10.6% | +42.5% | -31.9% | +9.8% |
| YTD | +17.0% | -24.7% | +41.7% | +20.2% |
| 1Y | +7.1% | -32.9% | +40.0% | +13.2% |
| All | +7.1% | -33.3% | +40.4% | +13.2% |
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