+2,563.5%
DUK vs FDX
+4,120.9%
-1,557.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | +0.7% | -3.3% | +4.0% | +1.2% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | +0.2% | -4.5% | +4.7% | +0.7% |
| 6M | -6.9% | +9.4% | -16.3% | -8.4% |
| YTD | +6.1% | +36.0% | -29.9% | +1.1% |
| 1Y | +4.4% | +75.5% | -71.1% | -4.3% |
| 3Y | +49.1% | +62.8% | -13.7% | +35.7% |
| 5Y | +39.6% | +64.4% | -24.8% | +24.4% |
| 10Y | +125.1% | +175.5% | -50.3% | +77.2% |
| All | +2,563.5% | +4,120.9% | -1,557.4% | +1,319.3% |
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