+104.3%
DAL vs FDX
+155.8%
-51.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -1.2% |
| 7D | -1.1% | +5.2% | -6.3% | -3.7% |
| 30D | +12.8% | +11.3% | +1.6% | +6.7% |
| 3M | -5.3% | -4.1% | -1.2% | -3.2% |
| 6M | +22.4% | +9.6% | +12.7% | +16.0% |
| YTD | +25.6% | +40.9% | -15.3% | +3.3% |
| 1Y | +45.5% | +53.0% | -7.5% | +14.4% |
| 3Y | +161.0% | +74.1% | +86.9% | +85.2% |
| 5Y | +112.2% | +75.1% | +37.1% | +45.8% |
| All | +104.3% | +155.8% | -51.5% | +4.2% |
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