+3,313.5%
DELL vs FDX
+182.0%
+3,131.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.8% | +11.3% |
| 7D | +0.4% | -2.1% | +2.4% | +1.5% |
| 30D | -35.1% | +10.4% | -45.5% | -38.0% |
| 3M | -15.1% | +0.5% | -15.6% | -15.7% |
| 6M | +51.7% | +6.5% | +45.2% | +46.7% |
| YTD | +200.0% | +40.2% | +159.7% | +156.5% |
| 1Y | +172.1% | +52.1% | +120.0% | +124.7% |
| 3Y | +431.2% | +72.8% | +358.4% | +298.9% |
| 5Y | +633.1% | +76.3% | +556.8% | +426.8% |
| 10Y | +2,886.3% | +155.7% | +2,730.6% | +1,517.6% |
| All | +3,313.5% | +182.0% | +3,131.5% | +1,753.2% |
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