+1,122.0%
DELL vs FDX
+63.0%
+1,059.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.9% |
| 7D | +25.6% | -3.3% | +28.9% | +27.1% |
| 30D | +17.7% | -1.4% | +19.0% | +18.1% |
| 3M | +33.4% | -4.5% | +37.9% | +35.3% |
| 6M | +266.2% | +9.4% | +256.8% | +252.1% |
| YTD | +328.0% | +36.0% | +292.0% | +278.3% |
| 1Y | +339.6% | +75.5% | +264.1% | +251.4% |
| 3Y | +694.6% | +62.8% | +631.8% | +531.9% |
| 5Y | +1,122.0% | +64.4% | +1,057.6% | +822.8% |
| All | +1,122.0% | +63.0% | +1,059.0% | +822.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling