+3,922.7%
DELL vs FDX
+182.3%
+3,740.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.7% |
| 7D | -1.9% | -3.9% | +2.0% | -0.3% |
| 30D | +14.9% | -3.3% | +18.2% | +16.3% |
| 3M | +37.2% | -2.0% | +39.2% | +37.7% |
| 6M | +254.0% | +8.0% | +245.9% | +240.5% |
| YTD | +306.1% | +35.0% | +271.1% | +254.1% |
| 1Y | +312.3% | +73.7% | +238.6% | +220.9% |
| 3Y | +654.0% | +61.6% | +592.4% | +483.9% |
| 5Y | +1,055.3% | +65.4% | +990.0% | +753.4% |
| All | +3,922.7% | +182.3% | +3,740.4% | +2,112.4% |
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 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