+55.3%
ON vs FERG
+1.0%
+54.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.1% |
| 7D | +2.4% | -2.6% | +4.9% | +4.0% |
| 30D | -8.6% | -8.9% | +0.3% | -3.6% |
| 3M | -34.3% | -2.0% | -32.3% | -34.1% |
| 6M | +28.5% | -3.2% | +31.7% | +29.5% |
| YTD | +40.6% | +1.5% | +39.1% | +38.5% |
| 1Y | +55.3% | +0.5% | +54.8% | +53.8% |
| All | +55.3% | +1.0% | +54.3% | +53.8% |
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