+65.5%
FDX vs DD
+78.0%
-12.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | -1.6% | +4.6% | -6.3% | -3.8% |
| 30D | +6.6% | +11.8% | -5.2% | +1.3% |
| 3M | -2.1% | +2.2% | -4.2% | -3.4% |
| 6M | +2.2% | -1.6% | +3.8% | +2.0% |
| YTD | +33.9% | +23.0% | +10.9% | +19.5% |
| 1Y | +50.2% | +26.9% | +23.3% | +31.9% |
| 3Y | +65.5% | +77.9% | -12.4% | +16.9% |
| All | +65.5% | +78.0% | -12.4% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling