+176.7%
DLR vs FDX
+173.3%
+3.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.4% |
| 30D | -1.2% | -4.9% | +3.7% | -0.2% |
| 3M | +2.9% | -6.5% | +9.4% | +4.2% |
| 6M | +6.7% | +6.7% | 0.0% | +4.8% |
| YTD | +23.9% | +33.9% | -10.0% | +15.9% |
| 1Y | +18.6% | +72.2% | -53.5% | +5.0% |
| 3Y | +59.7% | +60.2% | -0.6% | +40.8% |
| 5Y | +42.1% | +62.9% | -20.9% | +21.5% |
| 10Y | +176.7% | +178.8% | -2.1% | +86.7% |
| All | +176.7% | +173.3% | +3.4% | +86.7% |
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