-6.2%
DOW vs FDX
+162.1%
-168.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -3.1% |
| 7D | -9.4% | +0.2% | -9.6% | -9.7% |
| 30D | +8.9% | +9.3% | -0.4% | +4.0% |
| 3M | +6.7% | +0.5% | +6.3% | +5.7% |
| 6M | -14.2% | +5.3% | -19.5% | -17.9% |
| YTD | +36.9% | +38.6% | -1.7% | +11.3% |
| 1Y | +45.8% | +53.5% | -7.8% | +12.0% |
| 3Y | -23.9% | +74.2% | -98.1% | -47.3% |
| 5Y | -30.8% | +75.3% | -106.0% | -54.6% |
| All | -6.2% | +162.1% | -168.3% | -61.8% |
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