+145.3%
DAL vs FDX
+180.6%
-35.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +0.1% | -2.5% | +2.7% | +1.5% |
| 30D | -13.9% | +3.8% | -17.7% | -15.8% |
| 3M | +1.1% | -1.3% | +2.4% | +1.4% |
| 6M | +26.2% | +5.0% | +21.2% | +22.0% |
| YTD | +16.4% | +39.6% | -23.2% | -3.7% |
| 1Y | +33.9% | +81.1% | -47.3% | -4.2% |
| 3Y | +93.4% | +63.0% | +30.3% | +42.0% |
| 5Y | +106.4% | +65.6% | +40.7% | +45.2% |
| All | +145.3% | +180.6% | -35.3% | +17.6% |
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