+3,916.3%
FDX vs RGEN
+1,634.9%
+2,281.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -2.9% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | +6.6% | +3.7% | +2.9% | +6.3% |
| 3M | -2.1% | +8.8% | -10.9% | -2.7% |
| 6M | +2.2% | +38.0% | -35.8% | +0.1% |
| YTD | +33.9% | +5.9% | +28.1% | +32.9% |
| 1Y | +50.2% | +19.7% | +30.6% | +48.1% |
| 3Y | +65.5% | +20.5% | +45.0% | +61.8% |
| 5Y | +74.1% | -35.0% | +109.0% | +73.4% |
| 10Y | +156.7% | +540.9% | -384.2% | +129.5% |
| All | +3,916.3% | +1,634.9% | +2,281.4% | +2,815.0% |
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 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