+65.5%
FDX vs DRI
+66.4%
-0.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | +6.6% | +13.3% | -6.6% | +2.0% |
| 3M | -2.1% | +8.2% | -10.2% | -5.1% |
| 6M | +2.2% | +17.5% | -15.4% | -4.4% |
| YTD | +33.9% | +26.9% | +7.0% | +21.2% |
| 1Y | +50.2% | +31.6% | +18.7% | +33.9% |
| 3Y | +65.5% | +67.0% | -1.4% | +30.0% |
| All | +65.5% | +66.4% | -0.9% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling