+239.8%
FERG vs DOCU
+80.0%
+159.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.9% |
| 7D | 0.0% | +6.9% | -6.9% | -0.7% |
| 30D | -10.2% | +19.0% | -29.2% | -11.9% |
| 3M | -0.6% | +34.3% | -34.9% | -3.9% |
| 6M | -6.5% | +48.0% | -54.5% | -11.0% |
| YTD | +4.2% | 0.0% | +4.2% | +3.3% |
| 1Y | -2.3% | -10.3% | +8.0% | -2.2% |
| 3Y | +48.5% | +32.4% | +16.1% | +41.2% |
| 5Y | +72.0% | -77.9% | +150.0% | +72.5% |
| All | +239.8% | +80.0% | +159.8% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling