+75.5%
FDX vs DT
+0.4%
+75.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.8% |
| 7D | -3.3% | -4.9% | +1.6% | -3.7% |
| 30D | -1.4% | +2.7% | -4.1% | -1.1% |
| 3M | -4.5% | +20.0% | -24.5% | -2.5% |
| 6M | +9.4% | +28.0% | -18.6% | +13.0% |
| YTD | +36.0% | +16.0% | +20.0% | +43.5% |
| 1Y | +75.5% | +0.7% | +74.8% | +89.8% |
| All | +75.5% | +0.4% | +75.1% | +89.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling