+67.1%
FDX vs RGEN
-42.4%
+109.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.5% | -4.9% | +2.4% | -1.7% |
| 30D | +3.8% | +5.7% | -1.9% | +2.6% |
| 3M | -1.3% | +32.4% | -33.7% | -6.9% |
| 6M | +5.0% | +33.2% | -28.2% | -1.6% |
| YTD | +39.6% | +2.3% | +37.4% | +37.3% |
| 1Y | +81.1% | +39.0% | +42.1% | +67.1% |
| 3Y | +63.0% | -4.6% | +67.7% | +55.6% |
| All | +67.1% | -42.4% | +109.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling