-98.3%
DFNS vs FDX
+74.0%
-172.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +0.8% | -3.3% | +4.1% | +1.2% |
| 30D | -73.2% | -1.4% | -71.8% | -73.3% |
| 3M | -72.4% | -4.5% | -67.9% | -72.0% |
| 6M | -95.2% | +9.4% | -104.6% | -95.5% |
| YTD | -98.0% | +36.0% | -134.0% | -98.5% |
| 1Y | -98.3% | +75.5% | -173.8% | -99.1% |
| All | -98.3% | +74.0% | -172.2% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling