+4,087.3%
FDX vs DOC
+2,974.4%
+1,112.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.1% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | +3.8% | -4.8% | +8.6% | +5.5% |
| 3M | -1.3% | +6.9% | -8.2% | -3.8% |
| 6M | +5.0% | +20.7% | -15.7% | -2.5% |
| YTD | +39.6% | +34.1% | +5.5% | +24.5% |
| 1Y | +81.1% | +22.6% | +58.5% | +66.4% |
| 3Y | +63.0% | +20.8% | +42.2% | +48.4% |
| 5Y | +65.6% | -24.9% | +90.5% | +75.9% |
| 10Y | +183.4% | -1.8% | +185.2% | +160.4% |
| All | +4,087.3% | +2,974.4% | +1,112.9% | +1,348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling