+53.0%
FDX vs RMBS
-18.4%
+71.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.7% |
| 7D | +5.2% | +10.3% | -5.1% | +4.7% |
| 30D | +11.3% | -10.7% | +22.0% | +11.6% |
| 3M | -4.1% | -17.2% | +13.1% | -3.5% |
| 6M | +9.6% | -39.0% | +48.7% | +11.6% |
| YTD | +40.9% | -10.5% | +51.4% | +35.9% |
| 1Y | +53.0% | -11.0% | +64.0% | +47.5% |
| All | +53.0% | -18.4% | +71.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling