+1,323.8%
FDX vs RBA
+4,003.4%
-2,679.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | -1.6% | +4.3% | -5.9% | -2.7% |
| 30D | +6.6% | +16.3% | -9.7% | +2.2% |
| 3M | -2.1% | +1.3% | -3.4% | -2.7% |
| 6M | +2.2% | -11.1% | +13.2% | +4.4% |
| YTD | +33.9% | -8.5% | +42.4% | +35.1% |
| 1Y | +50.2% | -2.1% | +52.4% | +48.8% |
| 3Y | +65.5% | +44.6% | +21.0% | +45.4% |
| 5Y | +74.1% | +36.8% | +37.2% | +51.6% |
| 10Y | +156.7% | +227.3% | -70.6% | +71.9% |
| All | +1,323.8% | +4,003.4% | -2,679.6% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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