+39.3%
DIS vs FDX
+73.9%
-34.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | +10.3% | +9.5% | +0.8% | +7.4% |
| 3M | +15.5% | -1.3% | +16.9% | +15.8% |
| 6M | +11.2% | +5.5% | +5.7% | +8.8% |
| YTD | +5.6% | +38.9% | -33.3% | -5.5% |
| 1Y | +7.7% | +58.8% | -51.1% | -7.5% |
| 3Y | +39.3% | +71.1% | -31.8% | +11.0% |
| All | +39.3% | +73.9% | -34.6% | +11.0% |
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 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