-99.9%
DFNS vs FDX
+65.3%
-165.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.3% |
| 7D | -16.0% | -2.5% | -13.5% | -17.4% |
| 30D | -77.7% | +3.8% | -81.5% | -77.0% |
| 3M | -77.2% | -1.3% | -75.9% | -77.0% |
| 6M | -95.2% | +5.0% | -100.2% | -95.0% |
| YTD | -98.0% | +39.6% | -137.6% | -97.5% |
| 1Y | -98.3% | +81.1% | -179.4% | -97.5% |
| All | -99.9% | +65.3% | -165.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling