+39.9%
FDX vs DOCS
-21.0%
+60.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.6% |
| 7D | -1.6% | -0.8% | -0.9% | -1.6% |
| 30D | +6.6% | +17.4% | -10.8% | +5.1% |
| 3M | -2.1% | +57.4% | -59.4% | -6.5% |
| 6M | +2.2% | +26.5% | -24.4% | -1.0% |
| YTD | +33.9% | -26.6% | +60.5% | +36.4% |
| 1Y | +50.2% | -48.1% | +98.3% | +58.3% |
| 3Y | +65.5% | +52.6% | +12.9% | +49.5% |
| 5Y | +74.1% | -52.1% | +126.2% | +67.2% |
| All | +39.9% | -21.0% | +60.9% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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