+3,457.3%
DLR vs FDX
+447.5%
+3,009.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.1% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +0.7% | +9.3% | -8.6% | -2.6% |
| 3M | -6.4% | +0.5% | -6.9% | -6.9% |
| 6M | -6.5% | +5.3% | -11.9% | -9.0% |
| YTD | +18.8% | +38.6% | -19.8% | +3.3% |
| 1Y | +9.0% | +53.5% | -44.5% | -9.1% |
| 3Y | +54.5% | +74.2% | -19.7% | +17.5% |
| 5Y | +35.8% | +75.3% | -39.4% | -1.7% |
| 10Y | +177.5% | +156.3% | +21.2% | +44.4% |
| All | +3,457.3% | +447.5% | +3,009.7% | +921.5% |
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 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