+2,810.0%
FDX vs DAR
+1,762.6%
+1,047.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +3.8% | +12.8% | -9.0% | +2.7% |
| 3M | -1.3% | +7.4% | -8.7% | -2.0% |
| 6M | +5.0% | +22.3% | -17.2% | +3.0% |
| YTD | +39.6% | +81.1% | -41.4% | +32.6% |
| 1Y | +81.1% | +106.5% | -25.4% | +69.8% |
| 3Y | +63.0% | +5.3% | +57.7% | +60.0% |
| 5Y | +65.6% | -11.5% | +77.2% | +63.7% |
| 10Y | +183.4% | +353.3% | -170.0% | +148.6% |
| All | +2,810.0% | +1,762.6% | +1,047.4% | +2,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling