+178.3%
FDX vs DT
+103.5%
+74.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.9% |
| 30D | +3.8% | +2.0% | +1.8% | +3.2% |
| 3M | -1.3% | +20.0% | -21.3% | -5.6% |
| 6M | +5.0% | +39.3% | -34.3% | -3.9% |
| YTD | +39.6% | +19.8% | +19.9% | +31.7% |
| 1Y | +81.1% | +4.3% | +76.8% | +76.2% |
| 3Y | +63.0% | +7.7% | +55.3% | +55.0% |
| 5Y | +65.6% | -26.8% | +92.4% | +64.5% |
| All | +178.3% | +103.5% | +74.7% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling