+70.5%
DOCN vs FDX
+57.9%
+12.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +4.2% |
| 7D | -19.2% | -1.6% | -17.5% | -18.3% |
| 30D | -43.1% | +6.6% | -49.7% | -45.4% |
| 3M | -40.7% | -2.1% | -38.6% | -40.4% |
| 6M | -55.0% | +2.2% | -57.1% | -56.2% |
| YTD | +50.6% | +33.9% | +16.7% | +21.4% |
| 1Y | +54.0% | +50.2% | +3.7% | +14.7% |
| 3Y | +203.9% | +65.5% | +138.4% | +102.5% |
| 5Y | -29.4% | +74.1% | -103.4% | -56.3% |
| All | +70.5% | +57.9% | +12.6% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling