+3,162.2%
FDX vs RMD
+37,961.8%
-34,799.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.4% |
| 7D | -1.6% | +2.3% | -4.0% | -2.0% |
| 30D | +6.6% | +4.1% | +2.5% | +5.7% |
| 3M | -2.1% | +5.7% | -7.8% | -3.2% |
| 6M | +2.2% | +12.9% | -10.7% | -0.5% |
| YTD | +33.9% | -1.5% | +35.5% | +33.4% |
| 1Y | +50.2% | -4.8% | +55.0% | +50.4% |
| 3Y | +65.5% | +57.5% | +8.0% | +49.8% |
| 5Y | +74.1% | -5.5% | +79.6% | +69.9% |
| 10Y | +156.7% | +357.8% | -201.1% | +90.1% |
| All | +3,162.2% | +37,961.8% | -34,799.6% | +1,570.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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