+246.2%
DIA vs FDX
+178.0%
+68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.3% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | -2.1% | -1.4% | -0.7% | -1.7% |
| 3M | +4.2% | -4.5% | +8.7% | +5.4% |
| 6M | +11.9% | +9.4% | +2.5% | +8.0% |
| YTD | +10.8% | +36.0% | -25.2% | -0.4% |
| 1Y | +17.5% | +75.5% | -58.0% | -2.9% |
| 3Y | +59.9% | +62.8% | -2.9% | +30.9% |
| 5Y | +64.1% | +64.4% | -0.3% | +29.5% |
| 10Y | +246.2% | +175.5% | +70.7% | +104.9% |
| All | +246.2% | +178.0% | +68.2% | +104.9% |
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