+62.9%
FDX vs DGX
+64.0%
-1.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -4.9% | -0.9% | -4.0% | -4.7% |
| 3M | -6.5% | +15.6% | -22.0% | -10.0% |
| 6M | +6.7% | +17.8% | -11.1% | +2.0% |
| YTD | +33.9% | +37.5% | -3.6% | +22.7% |
| 1Y | +72.2% | +31.2% | +41.0% | +59.4% |
| 3Y | +60.2% | +96.6% | -36.4% | +30.1% |
| 5Y | +62.9% | +64.9% | -2.0% | +30.4% |
| All | +62.9% | +64.0% | -1.0% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling