-95.2%
DFNS vs FDX
+5.1%
-100.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.5% |
| 7D | -16.0% | -2.5% | -13.5% | -16.5% |
| 30D | -77.7% | +3.8% | -81.5% | -77.7% |
| 3M | -77.2% | -1.3% | -75.9% | -77.0% |
| 6M | -95.2% | +5.0% | -100.2% | -95.4% |
| All | -95.2% | +5.1% | -100.3% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling