+67.1%
FDX vs DG
-35.0%
+102.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -2.5% | +8.4% | -10.9% | -3.2% |
| 30D | +3.8% | +4.9% | -1.1% | +3.3% |
| 3M | -1.3% | +29.3% | -30.6% | -3.7% |
| 6M | +5.0% | -11.3% | +16.3% | +5.8% |
| YTD | +39.6% | +1.8% | +37.9% | +39.0% |
| 1Y | +81.1% | +25.3% | +55.8% | +76.9% |
| 3Y | +63.0% | +9.1% | +54.0% | +59.9% |
| All | +67.1% | -35.0% | +102.1% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling