+155.7%
FDX vs RNG
+248.5%
-92.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -2.1% | -3.5% | +1.5% | -1.5% |
| 30D | +10.4% | -3.8% | +14.2% | +10.8% |
| 3M | +0.5% | +18.6% | -18.1% | -2.6% |
| 6M | +6.5% | +69.2% | -62.7% | -3.3% |
| YTD | +40.2% | +161.9% | -121.6% | +15.8% |
| 1Y | +52.1% | +176.2% | -124.1% | +24.3% |
| 3Y | +72.8% | +174.5% | -101.7% | +37.2% |
| 5Y | +76.3% | -71.9% | +148.2% | +89.7% |
| 10Y | +155.7% | +235.4% | -79.6% | +62.2% |
| All | +155.7% | +248.5% | -92.8% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling