+70.0%
FDX vs RIG
+44.4%
+25.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.1% |
| 7D | -1.6% | -24.5% | +22.9% | +1.5% |
| 30D | +6.6% | -2.8% | +9.4% | +6.6% |
| 3M | -2.1% | +1.6% | -3.6% | -2.9% |
| 6M | +2.2% | -15.9% | +18.1% | +3.2% |
| YTD | +33.9% | +26.9% | +7.1% | +27.2% |
| 1Y | +50.2% | +34.4% | +15.9% | +41.3% |
| 3Y | +65.5% | -21.2% | +86.7% | +59.0% |
| All | +70.0% | +44.4% | +25.7% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling