+173.8%
DAL vs FDX
+64.2%
+109.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.7% |
| 7D | +8.8% | -1.6% | +10.4% | +9.9% |
| 30D | +5.4% | +6.6% | -1.2% | +1.9% |
| 3M | -4.9% | -2.1% | -2.9% | -4.0% |
| 6M | +19.8% | +2.2% | +17.7% | +17.9% |
| YTD | +27.0% | +33.9% | -7.0% | +6.4% |
| 1Y | +52.5% | +50.2% | +2.2% | +19.5% |
| 3Y | +173.8% | +65.5% | +108.3% | +84.4% |
| All | +173.8% | +64.2% | +109.7% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling