+156.3%
FDX vs RIG
-46.5%
+202.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +0.2% | -17.0% | +17.2% | +2.5% |
| 30D | +9.3% | -6.2% | +15.5% | +9.8% |
| 3M | +0.5% | -1.7% | +2.2% | 0.0% |
| 6M | +5.3% | -19.2% | +24.5% | +7.2% |
| YTD | +38.6% | +25.2% | +13.4% | +32.0% |
| 1Y | +53.5% | +29.9% | +23.6% | +45.1% |
| 3Y | +74.2% | -21.3% | +95.5% | +69.7% |
| 5Y | +75.3% | +40.5% | +34.8% | +49.4% |
| 10Y | +156.3% | -49.6% | +205.8% | +108.2% |
| All | +156.3% | -46.5% | +202.7% | +108.2% |
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