+69.3%
FERG vs O
+12.6%
+56.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +0.9% | -2.3% | +3.2% | +1.9% |
| 30D | -15.1% | -2.4% | -12.6% | -14.2% |
| 3M | -4.8% | -0.6% | -4.3% | -4.9% |
| 6M | -2.5% | -5.0% | +2.5% | -0.6% |
| YTD | +1.8% | +10.4% | -8.6% | -2.9% |
| 1Y | -0.3% | +6.6% | -6.9% | -3.6% |
| 3Y | +52.9% | +28.4% | +24.5% | +33.1% |
| 5Y | +69.3% | +15.3% | +54.0% | +58.9% |
| All | +69.3% | +12.6% | +56.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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