+1,635.0%
DIS vs FDX
+4,173.5%
-2,538.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.4% | -0.1% |
| 7D | +5.7% | +2.9% | +2.8% | +4.6% |
| 30D | +12.7% | +9.6% | +3.1% | +9.1% |
| 3M | +15.2% | +2.4% | +12.8% | +14.0% |
| 6M | +17.6% | +9.2% | +8.3% | +13.3% |
| YTD | +3.8% | +37.7% | -33.9% | -8.3% |
| 1Y | +6.8% | +56.1% | -49.3% | -9.8% |
| 3Y | +42.1% | +68.9% | -26.8% | +13.4% |
| 5Y | -31.2% | +79.0% | -110.1% | -47.5% |
| 10Y | +37.6% | +163.9% | -126.3% | -14.9% |
| All | +1,635.0% | +4,173.5% | -2,538.5% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling