+156.2%
FDX vs DOC
+14.9%
+141.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +2.9% | +6.2% | -3.3% | +0.7% |
| 30D | +9.6% | +6.5% | +3.1% | +7.1% |
| 3M | +2.4% | -6.2% | +8.6% | +4.5% |
| 6M | +9.2% | +25.6% | -16.4% | -0.4% |
| YTD | +37.7% | +32.1% | +5.6% | +22.5% |
| 1Y | +56.1% | +20.3% | +35.8% | +43.8% |
| 3Y | +68.9% | +42.7% | +26.2% | +44.0% |
| 5Y | +79.0% | -22.2% | +101.1% | +90.0% |
| All | +156.2% | +14.9% | +141.3% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling