-5.9%
DASH vs FDX
+45.8%
-51.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +0.5% | -3.2% | -2.8% |
| 30D | -9.3% | +9.5% | -18.8% | -13.0% |
| 3M | -15.1% | -1.3% | -13.7% | -14.4% |
| 6M | +8.7% | +5.5% | +3.2% | +5.4% |
| YTD | -21.3% | +38.9% | -60.2% | -34.8% |
| 1Y | -12.7% | +58.8% | -71.5% | -32.9% |
| 3Y | +103.8% | +71.1% | +32.6% | +37.4% |
| 5Y | -16.8% | +76.3% | -93.1% | -47.4% |
| All | -5.9% | +45.8% | -51.8% | -48.5% |
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