+183.9%
FDX vs DRI
+363.5%
-179.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | +3.8% | +3.8% | 0.0% | +2.3% |
| 3M | -1.3% | +13.0% | -14.3% | -5.8% |
| 6M | +5.0% | +8.3% | -3.3% | +1.6% |
| YTD | +39.6% | +20.6% | +19.0% | +29.9% |
| 1Y | +81.1% | +6.5% | +74.7% | +75.3% |
| 3Y | +63.0% | +53.7% | +9.3% | +37.6% |
| 5Y | +65.6% | +72.7% | -7.1% | +32.3% |
| All | +183.9% | +363.5% | -179.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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