+54.3%
DOCN vs FDX
+58.9%
-4.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -14.3% |
| 7D | -29.3% | +2.9% | -32.2% | -29.8% |
| 30D | -46.0% | +9.6% | -55.6% | -47.8% |
| 3M | -43.2% | +2.4% | -45.6% | -43.8% |
| 6M | -53.7% | +9.2% | -62.9% | -55.5% |
| YTD | +46.9% | +37.7% | +9.2% | +24.0% |
| 1Y | +54.3% | +56.1% | -1.8% | +33.9% |
| All | +54.3% | +58.9% | -4.5% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling