+74.1%
FDX vs DT
-11.4%
+85.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.2% | +3.1% | +2.1% | +4.9% |
| 30D | +11.3% | -29.5% | +40.8% | +14.7% |
| 3M | -4.1% | -11.7% | +7.6% | -3.5% |
| 6M | +9.6% | +29.0% | -19.4% | +5.1% |
| YTD | +40.9% | +3.4% | +37.5% | +40.1% |
| 1Y | +53.0% | -4.2% | +57.3% | +55.2% |
| 3Y | +74.1% | -12.8% | +86.9% | +77.4% |
| All | +74.1% | -11.4% | +85.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling