+84.4%
FDX vs DOCS
-53.1%
+137.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.8% | +3.0% |
| 7D | +8.1% | +1.2% | +6.9% | +8.0% |
| 30D | +13.9% | +21.3% | -7.4% | +11.7% |
| 3M | +5.5% | +58.4% | -52.8% | +0.3% |
| 6M | +15.1% | +39.3% | -24.2% | +10.1% |
| YTD | +43.2% | -21.7% | +64.9% | +45.4% |
| 1Y | +65.0% | -47.3% | +112.4% | +75.2% |
| 3Y | +75.7% | +58.2% | +17.5% | +55.0% |
| 5Y | +84.4% | -52.3% | +136.7% | +73.4% |
| All | +84.4% | -53.1% | +137.5% | +73.4% |
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