+153.4%
FDX vs DAR
+269.9%
-116.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +0.5% | -3.8% | +4.3% | +1.7% |
| 30D | +9.5% | -14.4% | +23.9% | +14.6% |
| 3M | -1.3% | -17.9% | +16.6% | +4.2% |
| 6M | +5.5% | -18.3% | +23.8% | +11.0% |
| YTD | +38.9% | +43.2% | -4.4% | +20.9% |
| 1Y | +58.8% | +57.7% | +1.1% | +33.6% |
| 3Y | +71.1% | +22.7% | +48.4% | +48.8% |
| 5Y | +76.3% | -34.0% | +110.3% | +83.8% |
| 10Y | +153.4% | +279.5% | -126.1% | +23.4% |
| All | +153.4% | +269.9% | -116.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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