+74.1%
FDX vs RIG
-16.1%
+90.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.0% |
| 7D | +5.2% | +5.7% | -0.5% | +4.5% |
| 30D | +11.3% | -0.7% | +12.0% | +10.9% |
| 3M | -4.1% | -3.1% | -1.0% | -4.4% |
| 6M | +9.6% | -16.3% | +26.0% | +11.0% |
| YTD | +40.9% | +34.1% | +6.8% | +30.9% |
| 1Y | +53.0% | +38.2% | +14.9% | +41.1% |
| 3Y | +74.1% | -15.3% | +89.4% | +64.1% |
| All | +74.1% | -16.1% | +90.1% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling