-100.0%
DFNS vs FDX
+72.6%
-172.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.7% | -9.5% | -12.9% |
| 7D | -44.0% | -1.6% | -42.4% | -44.2% |
| 30D | -69.1% | +6.6% | -75.7% | -68.6% |
| 3M | -95.6% | -2.1% | -93.6% | -95.6% |
| 6M | -96.2% | +2.2% | -98.3% | -96.1% |
| YTD | -99.6% | +33.9% | -133.5% | -99.6% |
| 1Y | -99.7% | +50.2% | -150.0% | -99.7% |
| 3Y | -100.0% | +65.5% | -165.5% | -100.0% |
| All | -100.0% | +72.6% | -172.6% | -100.0% |
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