+149.8%
FDX vs DAR
+307.1%
-157.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | +0.8% | +9.2% | -8.4% | -2.0% |
| 30D | +9.9% | -12.3% | +22.1% | +14.1% |
| 3M | -1.9% | -12.7% | +10.8% | +1.6% |
| 6M | +6.1% | -12.8% | +18.8% | +9.3% |
| YTD | +38.8% | +53.8% | -15.0% | +18.1% |
| 1Y | +50.0% | +60.3% | -10.3% | +25.6% |
| 3Y | +71.0% | +31.7% | +39.3% | +45.4% |
| 5Y | +72.5% | -27.7% | +100.2% | +74.5% |
| All | +149.8% | +307.1% | -157.3% | +18.7% |
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