+153.5%
FDX vs DGX
+279.6%
-126.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | +11.3% | +11.2% | +0.1% | +7.2% |
| 3M | -4.1% | +10.4% | -14.5% | -7.5% |
| 6M | +9.6% | +37.1% | -27.4% | -2.6% |
| YTD | +40.9% | +52.1% | -11.2% | +20.1% |
| 1Y | +53.0% | +40.7% | +12.3% | +34.1% |
| 3Y | +74.1% | +107.6% | -33.5% | +29.0% |
| 5Y | +75.1% | +90.6% | -15.5% | +31.6% |
| All | +153.5% | +279.6% | -126.1% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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