+255.8%
FERG vs DT
+97.2%
+158.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | +3.4% | -4.9% | +8.2% | +4.1% |
| 30D | -11.5% | +2.7% | -14.2% | -11.9% |
| 3M | +1.3% | +20.0% | -18.7% | -1.6% |
| 6M | -1.0% | +28.0% | -29.0% | -5.3% |
| YTD | +3.2% | +16.0% | -12.8% | -0.1% |
| 1Y | -3.0% | +0.7% | -3.7% | -4.0% |
| 3Y | +55.0% | +6.2% | +48.8% | +51.0% |
| 5Y | +72.6% | -28.1% | +100.8% | +68.4% |
| All | +255.8% | +97.2% | +158.6% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling