+1,526.4%
FERG vs DRI
+1,149.4%
+376.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +9.7% | +1.1% | +8.7% | +9.6% |
| 30D | +15.0% | +9.7% | +5.3% | +14.0% |
| 3M | +3.8% | +3.2% | +0.6% | +3.4% |
| 6M | +10.6% | +20.6% | -10.0% | +8.4% |
| YTD | +17.0% | +28.3% | -11.3% | +13.8% |
| 1Y | +7.1% | +34.5% | -27.4% | +3.7% |
| 3Y | +67.7% | +66.5% | +1.2% | +59.5% |
| 5Y | +76.4% | +79.6% | -3.2% | +65.9% |
| 10Y | +424.2% | +333.8% | +90.5% | +393.9% |
| All | +1,526.4% | +1,149.4% | +376.9% | +1,717.2% |
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