+175.5%
FDX vs DD
+69.4%
+106.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -1.4% | -7.4% | +6.0% | +2.2% |
| 3M | -4.5% | -6.4% | +1.9% | -1.7% |
| 6M | +9.4% | -2.5% | +11.9% | +9.6% |
| YTD | +36.0% | +10.2% | +25.8% | +27.9% |
| 1Y | +75.5% | +36.9% | +38.6% | +47.4% |
| 3Y | +62.8% | +47.0% | +15.8% | +28.8% |
| 5Y | +64.4% | +63.1% | +1.3% | +21.1% |
| 10Y | +175.5% | +68.2% | +107.3% | +85.3% |
| All | +175.5% | +69.4% | +106.1% | +85.3% |
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