+4,012.6%
FDX vs RIG
-40.2%
+4,052.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +3.8% | +13.8% | -10.0% | +1.9% |
| 3M | -1.3% | -6.4% | +5.1% | -0.8% |
| 6M | +5.0% | -8.2% | +13.2% | +5.2% |
| YTD | +39.6% | +41.6% | -2.0% | +31.4% |
| 1Y | +81.1% | +88.7% | -7.6% | +62.8% |
| 3Y | +63.0% | -30.9% | +93.9% | +62.5% |
| 5Y | +65.6% | +57.7% | +7.9% | +39.1% |
| 10Y | +183.4% | -39.3% | +222.6% | +117.9% |
| All | +4,012.6% | -40.2% | +4,052.8% | +3,144.7% |
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