+3,047.2%
DELL vs FDX
+183.3%
+2,863.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.3% |
| 6M | +41.7% | +9.6% | +32.1% | +35.3% |
| YTD | +176.6% | +40.9% | +135.7% | +135.9% |
| 1Y | +159.9% | +53.0% | +106.9% | +113.9% |
| 3Y | +388.0% | +74.1% | +313.9% | +265.0% |
| 5Y | +578.2% | +75.1% | +503.1% | +388.7% |
| 10Y | +2,653.4% | +156.9% | +2,496.4% | +1,387.5% |
| All | +3,047.2% | +183.3% | +2,863.9% | +1,604.2% |
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