+3,916.3%
FDX vs COO
+5,356.1%
-1,439.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | -1.6% | +4.7% | -6.4% | -2.0% |
| 30D | +6.6% | +13.9% | -7.3% | +5.4% |
| 3M | -2.1% | -14.9% | +12.9% | -0.8% |
| 6M | +2.2% | +2.0% | +0.1% | +1.7% |
| YTD | +33.9% | -23.9% | +57.9% | +36.8% |
| 1Y | +50.2% | -9.6% | +59.9% | +51.2% |
| 3Y | +65.5% | -25.4% | +91.0% | +68.6% |
| 5Y | +74.1% | -41.2% | +115.2% | +80.4% |
| 10Y | +156.7% | +42.1% | +114.6% | +150.4% |
| All | +3,916.3% | +5,356.1% | -1,439.8% | +3,211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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