+155.7%
FDX vs RL
+347.1%
-191.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -2.1% | -4.4% | +2.3% | -0.5% |
| 30D | +10.4% | +5.6% | +4.8% | +8.2% |
| 3M | +0.5% | -0.6% | +1.1% | +0.4% |
| 6M | +6.5% | +15.5% | -9.0% | +0.1% |
| YTD | +40.2% | +12.3% | +27.9% | +32.5% |
| 1Y | +52.1% | +19.3% | +32.8% | +40.3% |
| 3Y | +72.8% | +255.5% | -182.7% | +3.6% |
| 5Y | +76.3% | +247.1% | -170.8% | +3.5% |
| 10Y | +155.7% | +346.0% | -190.3% | +29.6% |
| All | +155.7% | +347.1% | -191.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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