+149.2%
FDX vs RL
+356.1%
-206.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.2% |
| 7D | -1.6% | -4.2% | +2.5% | -0.2% |
| 30D | +6.6% | +4.3% | +2.3% | +5.0% |
| 3M | -2.1% | -4.6% | +2.5% | -0.7% |
| 6M | +2.2% | +1.7% | +0.4% | +0.4% |
| YTD | +33.9% | +7.3% | +26.6% | +28.7% |
| 1Y | +50.2% | +20.8% | +29.4% | +37.9% |
| 3Y | +65.5% | +247.0% | -181.4% | +0.1% |
| 5Y | +74.1% | +225.5% | -151.4% | +4.6% |
| All | +149.2% | +356.1% | -206.8% | +28.0% |
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