+4,193.4%
FDX vs DOC
+2,934.4%
+1,259.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.5% |
| 7D | +8.1% | +8.7% | -0.6% | +5.1% |
| 30D | +13.9% | +7.6% | +6.3% | +11.0% |
| 3M | +5.5% | -5.3% | +10.8% | +7.3% |
| 6M | +15.1% | +27.6% | -12.5% | +4.9% |
| YTD | +43.2% | +32.4% | +10.8% | +28.1% |
| 1Y | +65.0% | +22.9% | +42.2% | +51.5% |
| 3Y | +75.7% | +43.1% | +32.6% | +51.1% |
| 5Y | +84.4% | -21.4% | +105.8% | +92.7% |
| 10Y | +174.4% | +16.8% | +157.6% | +137.9% |
| All | +4,193.4% | +2,934.4% | +1,259.0% | +1,390.0% |
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