+164.6%
DOCN vs FDX
+64.7%
+100.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | +1.1% | -2.5% | +3.7% | +2.9% |
| 30D | -9.6% | +3.8% | -13.4% | -11.9% |
| 3M | -37.7% | -1.3% | -36.4% | -37.4% |
| 6M | +115.2% | +5.0% | +110.2% | +105.8% |
| YTD | +133.7% | +39.6% | +94.1% | +85.0% |
| 1Y | +250.2% | +81.1% | +169.0% | +133.1% |
| 3Y | +320.3% | +63.0% | +257.3% | +186.0% |
| 5Y | +53.1% | +65.6% | -12.5% | -7.8% |
| All | +164.6% | +64.7% | +100.0% | +63.8% |
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