+1,081.8%
DIA vs FDX
+1,364.3%
-282.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.5% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | +0.3% | +6.6% | -6.4% | -1.9% |
| 3M | -4.5% | -2.1% | -2.4% | -4.0% |
| 6M | +3.4% | +2.2% | +1.2% | +2.0% |
| YTD | +7.8% | +33.9% | -26.2% | -3.4% |
| 1Y | +10.7% | +50.2% | -39.5% | -4.6% |
| 3Y | +57.5% | +65.5% | -8.0% | +27.0% |
| 5Y | +53.7% | +74.1% | -20.3% | +17.3% |
| 10Y | +247.2% | +156.7% | +90.5% | +115.7% |
| All | +1,081.8% | +1,364.3% | -282.5% | +273.4% |
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