+67.1%
FDX vs DOCS
-73.4%
+140.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | +3.8% | +21.8% | -18.0% | +1.3% |
| 3M | -1.3% | +27.3% | -28.6% | -4.2% |
| 6M | +5.0% | -0.3% | +5.4% | +3.9% |
| YTD | +39.6% | -40.5% | +80.1% | +45.6% |
| 1Y | +81.1% | -61.5% | +142.7% | +98.1% |
| 3Y | +63.0% | +8.2% | +54.9% | +50.7% |
| All | +67.1% | -73.4% | +140.5% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling