-100.0%
DFNS vs FDX
+74.7%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.1% |
| 7D | -6.0% | +5.2% | -11.2% | -4.8% |
| 30D | -71.2% | +11.3% | -82.5% | -70.4% |
| 3M | -94.5% | -4.1% | -90.4% | -94.6% |
| 6M | -96.5% | +9.6% | -106.2% | -96.4% |
| YTD | -99.6% | +40.9% | -140.5% | -99.6% |
| 1Y | -99.7% | +53.0% | -152.7% | -99.6% |
| 3Y | -100.0% | +74.1% | -174.1% | -100.0% |
| All | -100.0% | +74.7% | -174.6% | -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