+152.4%
FDX vs DG
+110.2%
+42.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -3.0% | +0.9% | -1.5% |
| 30D | +10.4% | +8.6% | +1.8% | +8.6% |
| 3M | +0.5% | +15.0% | -14.6% | -2.3% |
| 6M | +6.5% | +32.7% | -26.2% | +0.4% |
| YTD | +40.2% | +5.5% | +34.7% | +37.7% |
| 1Y | +52.1% | +34.6% | +17.5% | +42.0% |
| 3Y | +72.8% | +24.2% | +48.6% | +56.4% |
| 5Y | +76.3% | -32.3% | +108.5% | +88.7% |
| All | +152.4% | +110.2% | +42.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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