+381.8%
DAL vs FDX
+349.7%
+32.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -1.7% |
| 7D | +4.6% | +2.9% | +1.6% | +2.6% |
| 30D | +2.3% | +9.6% | -7.3% | -3.8% |
| 3M | -8.1% | +2.4% | -10.5% | -9.9% |
| 6M | +21.4% | +9.2% | +12.2% | +13.4% |
| YTD | +24.3% | +37.7% | -13.4% | -2.1% |
| 1Y | +47.4% | +56.1% | -8.7% | +5.9% |
| 3Y | +164.6% | +68.9% | +95.7% | +71.6% |
| 5Y | +100.2% | +79.0% | +21.3% | +18.0% |
| 10Y | +124.9% | +163.9% | -39.0% | -17.3% |
| All | +381.8% | +349.7% | +32.1% | +4.8% |
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