+27.8%
DOW vs FDX
+73.2%
-45.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -6.0% | -2.3% | -3.7% | -5.8% |
| 30D | -2.7% | -4.9% | +2.1% | -2.4% |
| 3M | -10.5% | -6.5% | -4.0% | -9.9% |
| 6M | -12.4% | +6.7% | -19.1% | -15.9% |
| YTD | +30.0% | +33.9% | -3.9% | +2.9% |
| 1Y | +27.8% | +72.2% | -44.4% | -17.5% |
| All | +27.8% | +73.2% | -45.4% | -17.5% |
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