+324.3%
DOCN vs FDX
+63.5%
+260.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | +1.1% | -2.5% | +3.7% | +2.8% |
| 30D | -9.6% | +3.8% | -13.4% | -11.7% |
| 3M | -37.7% | -1.3% | -36.4% | -37.4% |
| 6M | +115.2% | +5.0% | +110.2% | +105.7% |
| YTD | +133.7% | +39.6% | +94.1% | +86.5% |
| 1Y | +250.2% | +81.1% | +169.0% | +137.1% |
| All | +324.3% | +63.5% | +260.7% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling