+1,348.4%
FERG vs O
+432.0%
+916.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | -0.7% | +0.7% | 0.0% |
| 30D | -10.2% | -1.9% | -8.3% | -10.1% |
| 3M | -0.6% | +3.8% | -4.4% | -0.9% |
| 6M | -6.5% | -4.7% | -1.8% | -6.2% |
| YTD | +4.2% | +12.5% | -8.3% | +3.2% |
| 1Y | -2.3% | +10.8% | -13.1% | -3.1% |
| 3Y | +48.5% | +28.8% | +19.7% | +45.4% |
| 5Y | +72.0% | +13.2% | +58.8% | +69.5% |
| 10Y | +369.9% | +53.5% | +316.4% | +364.1% |
| All | +1,348.4% | +432.0% | +916.4% | +1,254.5% |
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