+76.2%
FDX vs DAR
-27.0%
+103.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +5.2% | +11.6% | -6.4% | +2.4% |
| 30D | +11.3% | -10.2% | +21.5% | +14.0% |
| 3M | -4.1% | -14.8% | +10.7% | -0.9% |
| 6M | +9.6% | -10.1% | +19.7% | +11.4% |
| YTD | +40.9% | +55.5% | -14.6% | +23.2% |
| 1Y | +53.0% | +61.7% | -8.7% | +32.2% |
| 3Y | +74.1% | +37.2% | +36.9% | +51.2% |
| All | +76.2% | -27.0% | +103.2% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling