+52.1%
FDX vs RGEN
+18.8%
+33.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -2.1% | -3.1% | +1.1% | -1.8% |
| 30D | +10.4% | +0.1% | +10.3% | +10.3% |
| 3M | +0.5% | +4.8% | -4.3% | -0.4% |
| 6M | +6.5% | +48.9% | -42.4% | +0.6% |
| YTD | +40.2% | +5.3% | +34.9% | +39.0% |
| 1Y | +52.1% | +12.5% | +39.6% | +48.5% |
| All | +52.1% | +18.8% | +33.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling