+70.0%
FDX vs RMBS
+208.7%
-138.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.0% | -9.7% | -3.6% |
| 7D | -1.6% | -12.0% | +10.3% | -0.2% |
| 30D | +6.6% | -33.1% | +39.8% | +11.9% |
| 3M | -2.1% | -23.7% | +21.6% | +0.5% |
| 6M | +2.2% | -42.7% | +44.8% | +7.6% |
| YTD | +33.9% | -18.9% | +52.8% | +29.7% |
| 1Y | +50.2% | -30.0% | +80.2% | +48.6% |
| 3Y | +65.5% | +28.8% | +36.7% | +34.3% |
| All | +70.0% | +208.7% | -138.7% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling