+235.3%
DIA vs FDX
+152.0%
+83.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +1.2% | +9.9% | -8.6% | -1.7% |
| 3M | -2.4% | -1.9% | -0.5% | -2.0% |
| 6M | +5.7% | +6.1% | -0.4% | +3.2% |
| YTD | +9.9% | +38.8% | -28.9% | -1.9% |
| 1Y | +9.8% | +50.0% | -40.2% | -4.5% |
| 3Y | +59.8% | +71.0% | -11.3% | +28.7% |
| 5Y | +57.7% | +72.5% | -14.8% | +22.6% |
| All | +235.3% | +152.0% | +83.3% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling