+159.9%
DELL vs FDX
+51.6%
+108.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.7% | -7.8% |
| 7D | +4.9% | +5.2% | -0.3% | +2.6% |
| 30D | -32.1% | +11.3% | -43.4% | -35.3% |
| 3M | -30.2% | -4.1% | -26.1% | -28.6% |
| 6M | +41.7% | +9.6% | +32.1% | +34.5% |
| YTD | +176.6% | +40.9% | +135.7% | +116.2% |
| 1Y | +159.9% | +53.0% | +106.9% | +87.7% |
| All | +159.9% | +51.6% | +108.3% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling