+149.2%
FDX vs DAR
+268.8%
-119.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -1.6% | -9.9% | +8.3% | +1.6% |
| 30D | +6.6% | -16.4% | +23.0% | +12.4% |
| 3M | -2.1% | -17.1% | +15.0% | +3.0% |
| 6M | +2.2% | -20.5% | +22.6% | +8.4% |
| YTD | +33.9% | +39.4% | -5.5% | +17.6% |
| 1Y | +50.2% | +57.2% | -7.0% | +26.5% |
| 3Y | +65.5% | +13.9% | +51.7% | +47.7% |
| 5Y | +74.1% | -40.8% | +114.9% | +88.8% |
| All | +149.2% | +268.8% | -119.5% | +22.9% |
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