+1,348.4%
FERG vs DRI
+1,075.1%
+273.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -10.2% | +3.8% | -14.0% | -10.6% |
| 3M | -0.6% | +13.0% | -13.6% | -1.9% |
| 6M | -6.5% | +8.3% | -14.8% | -7.4% |
| YTD | +4.2% | +20.6% | -16.4% | +2.0% |
| 1Y | -2.3% | +6.5% | -8.7% | -3.2% |
| 3Y | +48.5% | +53.7% | -5.2% | +42.2% |
| 5Y | +72.0% | +72.7% | -0.7% | +62.7% |
| 10Y | +369.9% | +363.2% | +6.7% | +345.5% |
| All | +1,348.4% | +1,075.1% | +273.3% | +1,528.7% |
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