+66.1%
FDX vs RMBS
+53.3%
+12.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +3.8% | -12.2% | +16.0% | +5.1% |
| 3M | -1.3% | -49.5% | +48.2% | +5.5% |
| 6M | +5.0% | -7.1% | +12.2% | +2.9% |
| YTD | +39.6% | -7.0% | +46.6% | +35.2% |
| 1Y | +81.1% | +13.3% | +67.8% | +67.7% |
| All | +66.1% | +53.3% | +12.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling