+303.3%
FERG vs DT
+75.7%
+227.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +3.1% | +6.6% | +9.3% |
| 30D | +15.0% | -29.5% | +44.6% | +20.4% |
| 3M | +3.8% | -11.7% | +15.5% | +5.0% |
| 6M | +10.6% | +29.0% | -18.4% | +5.6% |
| YTD | +17.0% | +3.4% | +13.6% | +14.6% |
| 1Y | +7.1% | -4.2% | +11.3% | +6.1% |
| 3Y | +67.7% | -12.8% | +80.6% | +67.3% |
| 5Y | +76.4% | -39.6% | +116.0% | +75.0% |
| All | +303.3% | +75.7% | +227.6% | +284.6% |
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