+68.9%
FERG vs DOCS
-54.0%
+122.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.8% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | +5.5% | +19.4% | -13.9% | +3.8% |
| 3M | -7.3% | +53.4% | -60.7% | -11.3% |
| 6M | -6.1% | +28.8% | -34.8% | -9.1% |
| YTD | +7.5% | -25.1% | +32.5% | +9.2% |
| 1Y | -3.9% | -48.1% | +44.2% | +1.2% |
| 3Y | +57.3% | +51.4% | +5.9% | +40.9% |
| 5Y | +68.9% | -51.1% | +120.0% | +61.8% |
| All | +68.9% | -54.0% | +122.9% | +61.8% |
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