+4,105.2%
FDX vs RGEN
+1,626.2%
+2,479.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -2.1% | -3.1% | +1.1% | -1.9% |
| 30D | +10.4% | +0.1% | +10.3% | +10.3% |
| 3M | +0.5% | +4.8% | -4.3% | 0.0% |
| 6M | +6.5% | +48.9% | -42.4% | +3.9% |
| YTD | +40.2% | +5.3% | +34.9% | +39.2% |
| 1Y | +52.1% | +12.5% | +39.6% | +50.4% |
| 3Y | +72.8% | +17.0% | +55.8% | +69.2% |
| 5Y | +76.3% | -35.4% | +111.6% | +75.6% |
| 10Y | +155.7% | +434.6% | -278.8% | +130.3% |
| All | +4,105.2% | +1,626.2% | +2,479.0% | +2,952.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling