+78.0%
FERG vs DT
-37.8%
+115.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +3.1% | +6.6% | +9.1% |
| 30D | +15.0% | -29.5% | +44.6% | +22.4% |
| 3M | +3.8% | -11.7% | +15.5% | +5.4% |
| 6M | +10.6% | +29.0% | -18.4% | +3.2% |
| YTD | +17.0% | +3.4% | +13.6% | +13.5% |
| 1Y | +7.1% | -4.2% | +11.3% | +5.9% |
| 3Y | +67.7% | -12.8% | +80.6% | +67.3% |
| All | +78.0% | -37.8% | +115.8% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling