-9.5%
DASH vs FDX
+48.0%
-57.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | -4.5% | +5.2% | -9.7% | -7.0% |
| 30D | -6.8% | +11.3% | -18.1% | -11.3% |
| 3M | -20.7% | -4.1% | -16.6% | -19.0% |
| 6M | +15.1% | +9.6% | +5.4% | +9.4% |
| YTD | -24.3% | +40.9% | -65.2% | -37.7% |
| 1Y | -12.1% | +53.0% | -65.2% | -31.0% |
| 3Y | +91.1% | +74.1% | +17.0% | +27.7% |
| 5Y | -30.3% | +75.1% | -105.4% | -55.8% |
| All | -9.5% | +48.0% | -57.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling