-5.1%
DASH vs FDX
+44.6%
-49.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.8% | -5.6% | -7.5% |
| 7D | +0.5% | +2.9% | -2.4% | -0.6% |
| 30D | -7.1% | +9.6% | -16.7% | -10.9% |
| 3M | -13.2% | +2.4% | -15.6% | -14.1% |
| 6M | +8.3% | +9.2% | -0.9% | +3.2% |
| YTD | -20.6% | +37.7% | -58.3% | -33.9% |
| 1Y | -24.4% | +56.1% | -80.5% | -41.4% |
| 3Y | +94.5% | +68.9% | +25.6% | +32.3% |
| 5Y | -9.4% | +79.0% | -88.4% | -43.1% |
| All | -5.1% | +44.6% | -49.7% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling