+470.9%
FDX vs DG
+612.5%
-141.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +6.6% | +9.5% | -2.9% | +4.6% |
| 3M | -2.1% | +5.5% | -7.5% | -3.3% |
| 6M | +2.2% | +16.1% | -13.9% | -1.5% |
| YTD | +33.9% | +2.7% | +31.3% | +32.0% |
| 1Y | +50.2% | +42.1% | +8.1% | +38.0% |
| 3Y | +65.5% | +19.3% | +46.3% | +50.6% |
| 5Y | +74.1% | -35.3% | +109.4% | +83.3% |
| 10Y | +156.7% | +123.9% | +32.8% | +94.0% |
| All | +470.9% | +612.5% | -141.5% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling