+4,681.2%
DELL vs FDX
+180.8%
+4,500.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +14.9% | -2.5% | +17.4% | +16.0% |
| 30D | +13.3% | +3.8% | +9.5% | +11.2% |
| 3M | +24.4% | -1.3% | +25.7% | +24.5% |
| 6M | +258.0% | +5.0% | +253.0% | +248.6% |
| YTD | +320.2% | +39.6% | +280.5% | +261.1% |
| 1Y | +319.1% | +81.1% | +237.9% | +220.4% |
| 3Y | +706.5% | +63.0% | +643.5% | +522.7% |
| 5Y | +1,071.9% | +65.6% | +1,006.3% | +766.7% |
| 10Y | +4,683.5% | +183.4% | +4,500.1% | +2,496.7% |
| All | +4,681.2% | +180.8% | +4,500.4% | +2,509.4% |
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 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