-23.7%
DOCN vs FDX
+77.4%
-101.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +8.9% |
| 7D | +3.7% | -2.1% | +5.8% | +5.6% |
| 30D | -33.7% | +10.4% | -44.1% | -37.9% |
| 3M | -27.9% | +0.5% | -28.3% | -28.7% |
| 6M | -46.4% | +6.5% | -52.9% | -49.3% |
| YTD | +81.1% | +40.2% | +40.9% | +39.7% |
| 1Y | +74.3% | +52.1% | +22.2% | +27.1% |
| 3Y | +245.8% | +72.8% | +173.0% | +116.3% |
| 5Y | -23.7% | +76.3% | -100.0% | -54.4% |
| All | -23.7% | +77.4% | -101.1% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling