+50.0%
FDX vs D
+15.2%
+34.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +0.8% | -3.1% | +3.8% | +1.5% |
| 30D | +9.9% | +8.4% | +1.5% | +8.4% |
| 3M | -1.9% | +0.2% | -2.1% | -2.4% |
| 6M | +6.1% | +9.5% | -3.4% | +5.1% |
| YTD | +38.8% | +18.8% | +20.0% | +36.5% |
| 1Y | +50.0% | +14.7% | +35.3% | +48.1% |
| All | +50.0% | +15.2% | +34.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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