+62.8%
FDX vs DTE
+48.7%
+14.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | -4.5% | -3.3% | -1.2% | -3.7% |
| 6M | +9.4% | -7.1% | +16.5% | +11.5% |
| YTD | +36.0% | +8.1% | +27.9% | +33.2% |
| 1Y | +75.5% | +5.3% | +70.2% | +72.8% |
| 3Y | +62.8% | +48.2% | +14.6% | +46.6% |
| All | +62.8% | +48.7% | +14.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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