+153.4%
FDX vs DD
+100.9%
+52.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +0.5% | +2.2% | -1.8% | -0.7% |
| 30D | +9.5% | +20.7% | -11.2% | -0.2% |
| 3M | -1.3% | +11.3% | -12.7% | -6.8% |
| 6M | +5.5% | +6.0% | -0.4% | +1.6% |
| YTD | +38.9% | +31.7% | +7.2% | +19.4% |
| 1Y | +58.8% | +32.2% | +26.6% | +36.1% |
| 3Y | +71.1% | +92.7% | -21.5% | +18.7% |
| 5Y | +76.3% | +72.1% | +4.2% | +26.6% |
| 10Y | +153.4% | +99.7% | +53.8% | +58.0% |
| All | +153.4% | +100.9% | +52.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling