+2,955.9%
FDX vs DRI
+7,978.2%
-5,022.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.5% |
| 30D | +6.6% | +13.3% | -6.6% | +2.5% |
| 3M | -2.1% | +8.2% | -10.2% | -4.7% |
| 6M | +2.2% | +17.5% | -15.4% | -3.5% |
| YTD | +33.9% | +26.9% | +7.0% | +23.2% |
| 1Y | +50.2% | +31.6% | +18.7% | +36.5% |
| 3Y | +65.5% | +67.0% | -1.4% | +38.1% |
| 5Y | +74.1% | +72.9% | +1.2% | +42.3% |
| 10Y | +156.7% | +371.3% | -214.6% | +40.5% |
| All | +2,955.9% | +7,978.2% | -5,022.3% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling