+2,822.4%
FDX vs DAR
+1,448.0%
+1,374.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.6% |
| 7D | -2.1% | +3.6% | -5.6% | -2.3% |
| 30D | +10.4% | -11.3% | +21.7% | +11.4% |
| 3M | +0.5% | -13.1% | +13.6% | +1.5% |
| 6M | +6.5% | -15.1% | +21.6% | +7.6% |
| YTD | +40.2% | +50.5% | -10.3% | +35.0% |
| 1Y | +52.1% | +57.9% | -5.8% | +45.8% |
| 3Y | +72.8% | +28.9% | +43.9% | +67.0% |
| 5Y | +76.3% | -31.4% | +107.7% | +77.8% |
| 10Y | +155.7% | +301.0% | -145.3% | +126.8% |
| All | +2,822.4% | +1,448.0% | +1,374.4% | +2,137.1% |
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 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