+708.6%
ON vs FERG
+1,335.0%
-626.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | -2.2% | +3.4% | -5.5% | -3.0% |
| 30D | -12.4% | -11.5% | -0.9% | -9.9% |
| 3M | -41.2% | +1.3% | -42.5% | -41.5% |
| 6M | +25.0% | -1.0% | +26.0% | +25.3% |
| YTD | +31.3% | +3.2% | +28.1% | +30.3% |
| 1Y | +45.4% | -3.0% | +48.4% | +46.3% |
| 3Y | -27.4% | +55.0% | -82.4% | -32.9% |
| 5Y | +58.5% | +72.6% | -14.2% | +42.9% |
| 10Y | +561.8% | +358.9% | +202.9% | +490.0% |
| All | +708.6% | +1,335.0% | -626.4% | +631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling