+3,844.6%
FDX vs RIG
-46.4%
+3,891.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.5% | -3.1% |
| 7D | -1.6% | -24.5% | +22.9% | +1.9% |
| 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% | +3.5% |
| YTD | +33.9% | +26.9% | +7.1% | +27.3% |
| 1Y | +50.2% | +34.4% | +15.9% | +41.4% |
| 3Y | +65.5% | -21.2% | +86.7% | +61.6% |
| 5Y | +74.1% | +46.4% | +27.7% | +47.6% |
| 10Y | +156.7% | -45.8% | +202.5% | +100.2% |
| All | +3,844.6% | -46.4% | +3,891.0% | +3,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling