+282.9%
FERG vs DOW
-15.8%
+298.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +2.7% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -10.2% | +0.4% | -10.6% | -10.3% |
| 3M | -0.6% | -14.4% | +13.8% | +1.4% |
| 6M | -6.5% | -7.0% | +0.4% | -6.8% |
| YTD | +4.2% | +30.2% | -26.0% | -2.1% |
| 1Y | -2.3% | +29.2% | -31.5% | -8.3% |
| 3Y | +48.5% | -36.7% | +85.2% | +51.7% |
| 5Y | +72.0% | -37.7% | +109.7% | +74.2% |
| All | +282.9% | -15.8% | +298.7% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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