+54.8%
ON vs FERG
+0.8%
+53.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.3% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -3.3% | -10.2% | +6.9% | +2.4% |
| 3M | -43.6% | -0.6% | -43.0% | -43.9% |
| 6M | +19.0% | -6.5% | +25.5% | +22.0% |
| YTD | +37.4% | +4.2% | +33.2% | +33.4% |
| 1Y | +54.8% | -2.3% | +57.0% | +54.4% |
| All | +54.8% | +0.8% | +53.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling