+351.3%
DAL vs FDX
+356.1%
-4.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +0.1% | -2.5% | +2.7% | +1.8% |
| 30D | -13.9% | +3.8% | -17.7% | -16.4% |
| 3M | +1.1% | -1.3% | +2.4% | +1.4% |
| 6M | +26.2% | +5.0% | +21.2% | +20.5% |
| YTD | +16.4% | +39.6% | -23.2% | -9.2% |
| 1Y | +33.9% | +81.1% | -47.3% | -13.4% |
| 3Y | +93.4% | +63.0% | +30.3% | +28.4% |
| 5Y | +106.4% | +65.6% | +40.7% | +27.7% |
| 10Y | +143.0% | +183.4% | -40.4% | -16.1% |
| All | +351.3% | +356.1% | -4.8% | -2.7% |
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