+4,029.2%
FDX vs D
+2,488.7%
+1,540.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | +2.9% | +6.9% | -4.0% | +0.4% |
| 30D | +9.6% | +12.3% | -2.7% | +5.0% |
| 3M | +2.4% | +3.0% | -0.7% | +1.2% |
| 6M | +9.2% | +12.8% | -3.6% | +3.9% |
| YTD | +37.7% | +22.6% | +15.2% | +27.0% |
| 1Y | +56.1% | +21.7% | +34.5% | +44.2% |
| 3Y | +68.9% | +83.9% | -15.0% | +31.3% |
| 5Y | +79.0% | +14.0% | +65.0% | +63.9% |
| 10Y | +163.9% | +45.6% | +118.3% | +111.0% |
| All | +4,029.2% | +2,488.7% | +1,540.5% | +1,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling