+43.8%
FDX vs DOCS
-19.4%
+63.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -3.4% |
| 7D | +2.9% | -1.3% | +4.3% | +3.0% |
| 30D | +9.6% | +19.4% | -9.8% | +7.8% |
| 3M | +2.4% | +53.4% | -51.0% | -2.0% |
| 6M | +9.2% | +28.8% | -19.5% | +5.6% |
| YTD | +37.7% | -25.1% | +62.8% | +40.0% |
| 1Y | +56.1% | -48.1% | +104.3% | +64.6% |
| 3Y | +68.9% | +51.4% | +17.6% | +52.8% |
| 5Y | +79.0% | -51.1% | +130.1% | +71.6% |
| All | +43.8% | -19.4% | +63.2% | +38.0% |
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