+67.1%
FDX vs DT
-27.0%
+94.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -2.5% | -3.3% | +0.8% | -2.0% |
| 30D | +3.8% | +2.0% | +1.8% | +3.3% |
| 3M | -1.3% | +20.0% | -21.3% | -5.0% |
| 6M | +5.0% | +39.3% | -34.3% | -2.8% |
| YTD | +39.6% | +19.8% | +19.9% | +33.2% |
| 1Y | +81.1% | +4.3% | +76.8% | +78.1% |
| 3Y | +63.0% | +7.7% | +55.3% | +56.6% |
| All | +67.1% | -27.0% | +94.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling