+2,327.7%
FDX vs DGX
+9,743.1%
-7,415.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +1.6% | +3.6% | +4.8% |
| 30D | +11.3% | +11.2% | +0.1% | +8.4% |
| 3M | -4.1% | +10.4% | -14.5% | -6.6% |
| 6M | +9.6% | +37.1% | -27.4% | +0.8% |
| YTD | +40.9% | +52.1% | -11.2% | +25.9% |
| 1Y | +53.0% | +40.7% | +12.3% | +39.4% |
| 3Y | +74.1% | +107.6% | -33.5% | +42.3% |
| 5Y | +75.1% | +90.6% | -15.5% | +44.9% |
| 10Y | +156.9% | +287.9% | -131.0% | +76.0% |
| All | +2,327.7% | +9,743.1% | -7,415.4% | +945.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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