+1,577.3%
FERG vs O
+422.5%
+1,154.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | +19.9% | +9.4% | +10.5% | +19.1% |
| 3M | +5.6% | -2.4% | +7.9% | +5.7% |
| 6M | +9.2% | -1.9% | +11.1% | +9.3% |
| YTD | +20.6% | +10.5% | +10.2% | +19.7% |
| 1Y | +5.7% | +10.0% | -4.3% | +4.9% |
| 3Y | +73.6% | +40.5% | +33.1% | +69.2% |
| 5Y | +86.2% | +10.2% | +76.0% | +83.7% |
| 10Y | +440.7% | +82.5% | +358.2% | +434.2% |
| All | +1,577.3% | +422.5% | +1,154.8% | +1,470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling