+65.0%
FDX vs RIG
+43.0%
+22.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.6% | +11.2% | +3.6% |
| 7D | +8.1% | -18.8% | +26.9% | +8.3% |
| 30D | +13.9% | -1.1% | +15.0% | +13.6% |
| 3M | +5.5% | +4.4% | +1.1% | +4.9% |
| 6M | +15.1% | -20.8% | +35.9% | +14.4% |
| YTD | +43.2% | +32.0% | +11.2% | +41.5% |
| 1Y | +65.0% | +39.7% | +25.3% | +63.3% |
| All | +65.0% | +43.0% | +22.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling