+163.8%
ON vs FDX
+1,184.3%
-1,020.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.2% |
| 7D | -11.7% | -1.6% | -10.0% | -10.7% |
| 30D | -23.3% | +6.6% | -29.9% | -26.3% |
| 3M | -19.2% | -2.1% | -17.1% | -18.4% |
| 6M | -40.1% | +2.2% | -42.3% | -41.0% |
| YTD | +16.9% | +33.9% | -17.0% | -3.0% |
| 1Y | +29.7% | +50.2% | -20.5% | -0.2% |
| 3Y | -4.4% | +65.5% | -69.9% | -32.6% |
| 5Y | +7.1% | +74.1% | -67.0% | -29.4% |
| 10Y | +447.2% | +156.7% | +290.5% | +171.1% |
| All | +163.8% | +1,184.3% | -1,020.5% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling