+175.5%
FDX vs RIG
-42.7%
+218.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -3.3% | -2.7% | -0.6% | -3.0% |
| 30D | -1.4% | +9.5% | -10.9% | -2.7% |
| 3M | -4.5% | -6.6% | +2.1% | -4.0% |
| 6M | +9.4% | -2.9% | +12.3% | +8.8% |
| YTD | +36.0% | +39.5% | -3.5% | +28.3% |
| 1Y | +75.5% | +82.3% | -6.8% | +58.6% |
| 3Y | +62.8% | -29.6% | +92.4% | +61.4% |
| 5Y | +64.4% | +63.2% | +1.2% | +37.5% |
| 10Y | +175.5% | -45.0% | +220.5% | +118.0% |
| All | +175.5% | -42.7% | +218.2% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling