+121.4%
DAL vs FDX
+156.7%
-35.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.5% |
| 7D | +2.3% | -2.1% | +4.4% | +3.5% |
| 30D | +14.3% | +10.4% | +3.9% | +8.5% |
| 3M | +1.3% | +0.5% | +0.8% | +0.9% |
| 6M | +29.3% | +6.5% | +22.8% | +24.5% |
| YTD | +33.0% | +40.2% | -7.2% | +9.6% |
| 1Y | +59.8% | +52.1% | +7.8% | +26.1% |
| 3Y | +177.2% | +72.8% | +104.4% | +97.5% |
| 5Y | +118.4% | +76.3% | +42.1% | +49.4% |
| 10Y | +121.4% | +155.7% | -34.3% | +9.9% |
| All | +121.4% | +156.7% | -35.3% | +9.9% |
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