+1,526.4%
FERG vs O
+415.9%
+1,110.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | +9.7% | -0.4% | +10.1% | +9.8% |
| 30D | +15.0% | +7.1% | +7.9% | +14.4% |
| 3M | +3.8% | -5.2% | +9.0% | +4.2% |
| 6M | +10.6% | -1.8% | +12.4% | +10.7% |
| YTD | +17.0% | +9.1% | +7.9% | +16.2% |
| 1Y | +7.1% | +9.7% | -2.6% | +6.3% |
| 3Y | +67.7% | +39.1% | +28.6% | +63.7% |
| 5Y | +76.4% | +8.4% | +68.1% | +74.2% |
| 10Y | +424.2% | +80.2% | +344.1% | +418.5% |
| All | +1,526.4% | +415.9% | +1,110.4% | +1,424.5% |
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