+495.3%
FDX vs DG
+606.1%
-110.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | -2.5% | +8.4% | -10.9% | -4.1% |
| 30D | +3.8% | +4.9% | -1.1% | +2.7% |
| 3M | -1.3% | +29.3% | -30.6% | -6.6% |
| 6M | +5.0% | -11.3% | +16.3% | +6.9% |
| YTD | +39.6% | +1.8% | +37.9% | +38.1% |
| 1Y | +81.1% | +25.3% | +55.8% | +70.6% |
| 3Y | +63.0% | +9.1% | +54.0% | +51.6% |
| 5Y | +65.6% | -34.9% | +100.5% | +74.1% |
| 10Y | +183.4% | +108.2% | +75.2% | +118.0% |
| All | +495.3% | +606.1% | -110.8% | +196.3% |
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