+1,458.7%
DIS vs FDX
+4,233.7%
-2,774.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.7% |
| 30D | +3.5% | +3.8% | -0.3% | +2.1% |
| 3M | +6.8% | -1.3% | +8.1% | +6.9% |
| 6M | +3.0% | +5.0% | -2.0% | +0.5% |
| YTD | -6.7% | +39.6% | -46.4% | -17.9% |
| 1Y | -10.1% | +81.1% | -91.2% | -28.0% |
| 3Y | +33.0% | +63.0% | -30.0% | +7.5% |
| 5Y | -40.0% | +65.6% | -105.6% | -53.1% |
| 10Y | +21.1% | +183.4% | -162.3% | -27.0% |
| All | +1,458.7% | +4,233.7% | -2,774.9% | +286.8% |
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