+4,087.3%
FDX vs DD
+961.9%
+3,125.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -2.5% | -3.5% | +1.0% | -1.1% |
| 30D | +3.8% | -10.3% | +14.1% | +8.5% |
| 3M | -1.3% | -7.5% | +6.2% | +1.7% |
| 6M | +5.0% | -8.0% | +13.0% | +8.0% |
| YTD | +39.6% | +10.5% | +29.2% | +32.6% |
| 1Y | +81.1% | +38.3% | +42.9% | +55.7% |
| 3Y | +63.0% | +42.5% | +20.6% | +36.0% |
| 5Y | +65.6% | +60.2% | +5.4% | +30.1% |
| 10Y | +183.4% | +68.9% | +114.5% | +106.3% |
| All | +4,087.3% | +961.9% | +3,125.4% | +1,138.6% |
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