+351.3%
FERG vs DRI
+353.8%
-2.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -2.6% | -3.2% | +0.7% | -2.1% |
| 30D | -8.9% | -7.8% | -1.1% | -8.0% |
| 3M | -2.0% | +0.4% | -2.4% | -2.2% |
| 6M | -3.2% | +4.8% | -8.0% | -4.0% |
| YTD | +1.5% | +16.7% | -15.2% | -0.8% |
| 1Y | +0.5% | +1.5% | -1.0% | -0.2% |
| 3Y | +50.4% | +56.3% | -5.8% | +41.9% |
| 5Y | +68.7% | +66.4% | +2.3% | +57.2% |
| All | +351.3% | +353.8% | -2.5% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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