+50.9%
FERG vs DT
+6.3%
+44.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -15.1% | +0.1% | -15.1% | -15.1% |
| 3M | -4.8% | +24.1% | -28.9% | -8.2% |
| 6M | -2.5% | +30.1% | -32.6% | -7.2% |
| YTD | +1.8% | +16.8% | -14.9% | -0.8% |
| 1Y | -0.3% | -0.1% | -0.2% | +1.4% |
| All | +50.9% | +6.3% | +44.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling