+1,545.2%
FERG vs DRI
+1,149.0%
+396.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +7.2% | +4.2% | +3.0% | +6.8% |
| 30D | +17.9% | +15.7% | +2.2% | +16.2% |
| 3M | -1.3% | +5.8% | -7.0% | -1.9% |
| 6M | +8.3% | +18.4% | -10.1% | +6.3% |
| YTD | +18.3% | +28.2% | -9.9% | +15.2% |
| 1Y | +4.7% | +35.9% | -31.2% | +1.3% |
| 3Y | +70.3% | +67.7% | +2.5% | +61.8% |
| 5Y | +84.6% | +77.9% | +6.8% | +73.7% |
| 10Y | +430.3% | +338.7% | +91.6% | +399.6% |
| All | +1,545.2% | +1,149.0% | +396.2% | +1,738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling