+1.2%
DUK vs FDX
+76.4%
-75.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.6% |
| 30D | -2.4% | -4.5% | +2.1% | -2.3% |
| 3M | -3.0% | -7.3% | +4.4% | -2.9% |
| 6M | -6.6% | +7.5% | -14.1% | -6.2% |
| YTD | +4.6% | +35.1% | -30.5% | +5.6% |
| 1Y | +1.2% | +71.4% | -70.2% | +4.9% |
| All | +1.2% | +76.4% | -75.2% | +4.9% |
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