+293.5%
FERG vs DOCU
+110.9%
+182.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.3% | +1.6% |
| 7D | +6.4% | -0.4% | +6.9% | +6.5% |
| 30D | +19.9% | +12.9% | +7.0% | +18.4% |
| 3M | +5.6% | +35.1% | -29.5% | +2.0% |
| 6M | +9.2% | +76.2% | -67.0% | +2.2% |
| YTD | +20.6% | +17.2% | +3.5% | +17.4% |
| 1Y | +5.7% | +16.4% | -10.7% | +2.8% |
| 3Y | +73.6% | +95.6% | -22.0% | +58.8% |
| 5Y | +86.2% | -68.5% | +154.7% | +82.2% |
| All | +293.5% | +110.9% | +182.6% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling