+74.1%
FDX vs RGEN
+15.2%
+58.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | +5.2% | -3.3% | +8.5% | +5.7% |
| 30D | +11.3% | -5.8% | +17.1% | +12.2% |
| 3M | -4.1% | +0.2% | -4.3% | -4.8% |
| 6M | +9.6% | +56.8% | -47.1% | -0.3% |
| YTD | +40.9% | +2.4% | +38.5% | +38.1% |
| 1Y | +53.0% | +11.4% | +41.6% | +47.4% |
| 3Y | +74.1% | +15.2% | +58.9% | +59.2% |
| All | +74.1% | +15.2% | +58.9% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling