+62.9%
FDX vs DTE
+31.9%
+31.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | -0.5% | -4.4% | -4.8% |
| 3M | -6.5% | -6.0% | -0.4% | -4.9% |
| 6M | +6.7% | -7.2% | +13.9% | +8.7% |
| YTD | +33.9% | +7.2% | +26.7% | +31.2% |
| 1Y | +72.2% | +4.1% | +68.1% | +69.9% |
| 3Y | +60.2% | +46.9% | +13.4% | +43.2% |
| 5Y | +62.9% | +32.9% | +30.0% | +43.2% |
| All | +62.9% | +31.9% | +31.0% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling