+7.4%
DASH vs FDX
+65.4%
-58.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.4% |
| 7D | -10.6% | -2.5% | -8.0% | -9.5% |
| 30D | +2.2% | +3.8% | -1.6% | +0.2% |
| 3M | +32.3% | -1.3% | +33.6% | +32.4% |
| 6M | +19.1% | +5.0% | +14.1% | +14.6% |
| YTD | -6.5% | +39.6% | -46.2% | -23.0% |
| 1Y | -14.9% | +81.1% | -96.0% | -39.5% |
| 3Y | +151.9% | +63.0% | +88.9% | +74.2% |
| All | +7.4% | +65.4% | -58.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling