+53.3%
DIA vs FDX
+72.6%
-19.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +0.3% | +6.6% | -6.4% | -1.2% |
| 3M | -4.5% | -2.1% | -2.4% | -4.1% |
| 6M | +3.4% | +2.2% | +1.2% | +2.5% |
| YTD | +7.8% | +33.9% | -26.2% | -0.2% |
| 1Y | +10.7% | +50.2% | -39.5% | -0.3% |
| 3Y | +57.5% | +65.5% | -8.0% | +35.0% |
| All | +53.3% | +72.6% | -19.3% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling