+69.3%
FERG vs DT
-28.0%
+97.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | -4.8% | +24.1% | -28.9% | -9.2% |
| 6M | -2.5% | +30.1% | -32.6% | -8.8% |
| YTD | +1.8% | +16.8% | -14.9% | -2.8% |
| 1Y | -0.3% | -0.1% | -0.2% | -1.3% |
| 3Y | +52.9% | +6.8% | +46.1% | +47.0% |
| 5Y | +69.3% | -28.4% | +97.7% | +58.9% |
| All | +69.3% | -28.0% | +97.2% | +58.9% |
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