+65.0%
FDX vs RNG
+179.4%
-114.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +8.1% | -9.6% | +17.7% | +8.3% |
| 30D | +13.9% | -1.4% | +15.3% | +13.9% |
| 3M | +5.5% | +28.8% | -23.2% | +5.1% |
| 6M | +15.1% | +65.6% | -50.5% | +14.6% |
| YTD | +43.2% | +171.4% | -128.2% | +39.2% |
| 1Y | +65.0% | +185.3% | -120.3% | +58.0% |
| All | +65.0% | +179.4% | -114.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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