+70.0%
FDX vs RGEN
-35.1%
+105.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.3% |
| 30D | +6.6% | +3.7% | +2.9% | +5.7% |
| 3M | -2.1% | +8.8% | -10.9% | -4.2% |
| 6M | +2.2% | +38.0% | -35.8% | -5.1% |
| YTD | +33.9% | +5.9% | +28.1% | +30.2% |
| 1Y | +50.2% | +19.7% | +30.6% | +42.4% |
| 3Y | +65.5% | +20.5% | +45.0% | +50.5% |
| All | +70.0% | -35.1% | +105.2% | +48.0% |
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