+65.0%
FERG vs DOCS
-51.8%
+116.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +8.7% | +17.4% | -8.7% | +7.1% |
| 3M | -7.4% | +57.4% | -64.8% | -11.6% |
| 6M | -6.6% | +26.5% | -33.2% | -9.5% |
| YTD | +6.6% | -26.6% | +33.2% | +8.5% |
| 1Y | -3.6% | -48.1% | +44.5% | +1.5% |
| 3Y | +56.4% | +52.6% | +3.8% | +39.9% |
| All | +65.0% | -51.8% | +116.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling