+84.2%
FERG vs DOCS
-36.0%
+120.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -10.2% | +21.8% | -32.0% | -12.0% |
| 3M | -0.6% | +27.3% | -27.9% | -3.1% |
| 6M | -6.5% | -0.3% | -6.2% | -7.4% |
| YTD | +4.2% | -40.5% | +44.7% | +7.7% |
| 1Y | -2.3% | -61.5% | +59.3% | +4.9% |
| 3Y | +48.5% | +8.2% | +40.3% | +39.7% |
| 5Y | +72.0% | -73.4% | +145.4% | +70.9% |
| All | +84.2% | -36.0% | +120.2% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling