+72.5%
FDX vs DRI
+78.5%
-6.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | +9.9% | +10.8% | -1.0% | +5.3% |
| 3M | -1.9% | +0.9% | -2.8% | -2.5% |
| 6M | +6.1% | +16.3% | -10.2% | -1.3% |
| YTD | +38.8% | +27.8% | +11.0% | +23.3% |
| 1Y | +50.0% | +33.9% | +16.1% | +30.3% |
| 3Y | +71.0% | +67.2% | +3.8% | +32.0% |
| 5Y | +72.5% | +79.0% | -6.5% | +22.5% |
| All | +72.5% | +78.5% | -6.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling