+67.1%
FDX vs DD
+61.3%
+5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -2.5% | -3.5% | +1.0% | -0.9% |
| 30D | +3.8% | -10.3% | +14.1% | +9.2% |
| 3M | -1.3% | -7.5% | +6.2% | +2.1% |
| 6M | +5.0% | -8.0% | +13.0% | +8.3% |
| YTD | +39.6% | +10.5% | +29.2% | +30.8% |
| 1Y | +81.1% | +38.3% | +42.9% | +50.4% |
| 3Y | +63.0% | +42.5% | +20.6% | +30.0% |
| All | +67.1% | +61.3% | +5.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling