+35.3%
DLR vs FDX
+63.0%
-27.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +3.4% | -3.3% | +6.7% | +4.1% |
| 30D | -2.2% | -1.4% | -0.8% | -2.0% |
| 3M | +4.7% | -4.5% | +9.2% | +5.6% |
| 6M | +9.0% | +9.4% | -0.4% | +6.4% |
| YTD | +24.1% | +36.0% | -11.9% | +15.4% |
| 1Y | +20.9% | +75.5% | -54.6% | +6.0% |
| 3Y | +60.0% | +62.8% | -2.8% | +39.3% |
| 5Y | +35.3% | +64.4% | -29.1% | +6.5% |
| All | +35.3% | +63.0% | -27.7% | +6.5% |
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