+4,087.3%
FDX vs RGEN
+1,576.0%
+2,511.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.5% | -4.9% | +2.4% | -2.3% |
| 30D | +3.8% | +5.7% | -1.9% | +3.5% |
| 3M | -1.3% | +32.4% | -33.7% | -2.9% |
| 6M | +5.0% | +33.2% | -28.2% | +3.1% |
| YTD | +39.6% | +2.3% | +37.4% | +39.0% |
| 1Y | +81.1% | +39.0% | +42.1% | +77.2% |
| 3Y | +63.0% | -4.6% | +67.7% | +61.1% |
| 5Y | +65.6% | -42.7% | +108.3% | +66.0% |
| 10Y | +183.4% | +433.6% | -250.2% | +155.5% |
| All | +4,087.3% | +1,576.0% | +2,511.3% | +2,948.6% |
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