+171.0%
FDX vs DT
+97.2%
+73.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.0% |
| 7D | -3.3% | -4.9% | +1.6% | -2.3% |
| 30D | -1.4% | +2.7% | -4.1% | -2.0% |
| 3M | -4.5% | +20.0% | -24.5% | -8.7% |
| 6M | +9.4% | +28.0% | -18.6% | +2.1% |
| YTD | +36.0% | +16.0% | +20.0% | +29.2% |
| 1Y | +75.5% | +0.7% | +74.8% | +72.1% |
| 3Y | +62.8% | +6.2% | +56.6% | +55.1% |
| 5Y | +64.4% | -28.1% | +92.5% | +63.9% |
| All | +171.0% | +97.2% | +73.8% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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