+1,628.0%
DIS vs FDX
+4,056.7%
-2,428.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | +5.2% | -1.6% | +6.9% | +5.8% |
| 30D | +11.5% | +6.6% | +4.8% | +9.0% |
| 3M | +11.5% | -2.1% | +13.6% | +12.1% |
| 6M | +8.9% | +2.2% | +6.7% | +7.4% |
| YTD | +3.4% | +33.9% | -30.5% | -7.8% |
| 1Y | +7.2% | +50.2% | -43.0% | -8.3% |
| 3Y | +43.3% | +65.5% | -22.2% | +15.2% |
| 5Y | -31.4% | +74.1% | -105.5% | -47.3% |
| 10Y | +37.1% | +156.7% | -119.6% | -14.4% |
| All | +1,628.0% | +4,056.7% | -2,428.6% | +334.4% |
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 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