+3,916.3%
FDX vs DD
+1,082.4%
+2,833.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | -1.6% | +4.6% | -6.3% | -3.7% |
| 30D | +6.6% | +11.8% | -5.2% | +1.5% |
| 3M | -2.1% | +2.2% | -4.2% | -3.4% |
| 6M | +2.2% | -1.6% | +3.8% | +1.9% |
| YTD | +33.9% | +23.0% | +10.9% | +21.1% |
| 1Y | +50.2% | +26.9% | +23.3% | +33.9% |
| 3Y | +65.5% | +77.9% | -12.4% | +25.8% |
| 5Y | +74.1% | +59.9% | +14.2% | +36.7% |
| 10Y | +156.7% | +90.1% | +66.6% | +77.3% |
| All | +3,916.3% | +1,082.4% | +2,833.9% | +1,031.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling