+47.6%
ON vs FDX
+65.6%
-18.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -4.1% |
| 7D | -5.8% | +8.1% | -14.0% | -10.7% |
| 30D | -17.1% | +13.9% | -31.0% | -24.1% |
| 3M | -11.8% | +5.5% | -17.3% | -15.5% |
| 6M | -30.2% | +15.1% | -45.3% | -36.0% |
| YTD | +31.6% | +43.2% | -11.6% | +9.6% |
| 1Y | +47.6% | +65.0% | -17.5% | +22.0% |
| All | +47.6% | +65.6% | -18.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling