+4,087.3%
FDX vs D
+2,347.4%
+1,739.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | 0.0% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | +3.8% | -3.6% | +7.4% | +5.1% |
| 3M | -1.3% | -1.0% | -0.3% | -1.0% |
| 6M | +5.0% | +6.3% | -1.3% | +2.1% |
| YTD | +39.6% | +14.7% | +24.9% | +31.9% |
| 1Y | +81.1% | +16.9% | +64.2% | +69.5% |
| 3Y | +63.0% | +56.8% | +6.2% | +34.0% |
| 5Y | +65.6% | +5.2% | +60.4% | +56.0% |
| 10Y | +183.4% | +35.9% | +147.5% | +132.4% |
| All | +4,087.3% | +2,347.4% | +1,739.9% | +1,096.0% |
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