+421.0%
FERG vs DRI
+330.2%
+90.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.6% |
| 7D | +8.2% | -0.3% | +8.5% | +8.2% |
| 30D | +14.4% | +10.8% | +3.5% | +12.8% |
| 3M | +4.3% | +0.9% | +3.4% | +4.2% |
| 6M | +7.9% | +16.3% | -8.5% | +5.5% |
| YTD | +16.3% | +27.8% | -11.5% | +12.2% |
| 1Y | +2.2% | +33.9% | -31.6% | -1.9% |
| 3Y | +67.3% | +67.2% | +0.1% | +56.3% |
| 5Y | +75.3% | +79.0% | -3.7% | +61.6% |
| All | +421.0% | +330.2% | +90.9% | +372.0% |
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