+76.3%
FDX vs RL
+245.5%
-169.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.5% | +1.3% | -0.9% | -0.1% |
| 30D | +9.5% | +7.6% | +1.9% | +6.5% |
| 3M | -1.3% | -1.5% | +0.2% | -1.1% |
| 6M | +5.5% | +12.1% | -6.5% | 0.0% |
| YTD | +38.9% | +13.9% | +25.0% | +30.1% |
| 1Y | +58.8% | +20.7% | +38.2% | +45.2% |
| 3Y | +71.1% | +260.6% | -189.4% | -3.9% |
| 5Y | +76.3% | +248.9% | -172.6% | -4.2% |
| All | +76.3% | +245.5% | -169.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling