+66.4%
DOCN vs FDX
+62.4%
+4.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.0% | -13.4% |
| 7D | -29.3% | +2.9% | -32.2% | -30.5% |
| 30D | -46.0% | +9.6% | -55.6% | -49.1% |
| 3M | -43.2% | +2.4% | -45.6% | -44.5% |
| 6M | -53.7% | +9.2% | -62.9% | -56.8% |
| YTD | +46.9% | +37.7% | +9.2% | +16.5% |
| 1Y | +54.3% | +56.1% | -1.8% | +12.3% |
| 3Y | +185.5% | +68.9% | +116.6% | +88.1% |
| 5Y | -31.1% | +79.0% | -110.1% | -58.1% |
| All | +66.4% | +62.4% | +4.0% | +3.1% |
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