+592.8%
ON vs FDX
+177.6%
+415.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.6% |
| 7D | -2.2% | -3.3% | +1.1% | +0.2% |
| 30D | -12.4% | -1.4% | -11.0% | -11.9% |
| 3M | -41.2% | -4.5% | -36.7% | -39.1% |
| 6M | +25.0% | +9.4% | +15.6% | +17.2% |
| YTD | +31.3% | +36.0% | -4.7% | +5.6% |
| 1Y | +45.4% | +75.5% | -30.1% | -2.3% |
| 3Y | -27.4% | +62.8% | -90.2% | -51.0% |
| 5Y | +58.5% | +64.4% | -5.9% | +1.9% |
| All | +592.8% | +177.6% | +415.1% | +192.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling