+183.9%
FDX vs DAR
+355.9%
-172.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.5% | +1.4% | -3.9% | -3.0% |
| 30D | +3.8% | +12.8% | -9.0% | -0.5% |
| 3M | -1.3% | +7.4% | -8.7% | -4.2% |
| 6M | +5.0% | +22.3% | -17.2% | -2.8% |
| YTD | +39.6% | +81.1% | -41.4% | +13.5% |
| 1Y | +81.1% | +106.5% | -25.4% | +39.7% |
| 3Y | +63.0% | +5.3% | +57.7% | +51.6% |
| 5Y | +65.6% | -11.5% | +77.2% | +56.9% |
| All | +183.9% | +355.9% | -172.0% | +31.1% |
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