+1,756.1%
FDX vs RMBS
+1,259.8%
+496.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.9% | +2.6% |
| 7D | +0.2% | -3.9% | +4.1% | +0.4% |
| 30D | +9.3% | -24.9% | +34.2% | +12.1% |
| 3M | +0.5% | -20.5% | +20.9% | +2.1% |
| 6M | +5.3% | -37.5% | +42.9% | +8.7% |
| YTD | +38.6% | -12.1% | +50.7% | +35.9% |
| 1Y | +53.5% | -25.0% | +78.5% | +52.7% |
| 3Y | +74.2% | +36.1% | +38.1% | +57.4% |
| 5Y | +75.3% | +236.1% | -160.9% | +42.4% |
| 10Y | +156.3% | +541.3% | -385.0% | +93.9% |
| All | +1,756.1% | +1,259.8% | +496.3% | +808.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling