+65.5%
FDX vs DT
-9.2%
+74.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -1.6% | -24.7% | +23.1% | +0.8% |
| 30D | +6.6% | -27.4% | +34.0% | +9.5% |
| 3M | -2.1% | -11.1% | +9.0% | -1.5% |
| 6M | +2.2% | +13.7% | -11.5% | -0.6% |
| YTD | +33.9% | +0.2% | +33.7% | +33.6% |
| 1Y | +50.2% | -5.7% | +55.9% | +52.1% |
| 3Y | +65.5% | -8.1% | +73.7% | +66.4% |
| All | +65.5% | -9.2% | +74.7% | +66.4% |
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