+178.8%
FDX vs RNG
+215.2%
-36.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.3% | -4.1% | +1.7% | -1.7% |
| 30D | -4.9% | +8.6% | -13.5% | -6.2% |
| 3M | -6.5% | +78.0% | -84.4% | -15.2% |
| 6M | +6.7% | +67.0% | -60.4% | -3.4% |
| YTD | +33.9% | +142.4% | -108.6% | +12.3% |
| 1Y | +72.2% | +120.4% | -48.3% | +46.3% |
| 3Y | +60.2% | +122.1% | -61.9% | +31.8% |
| 5Y | +62.9% | -69.8% | +132.8% | +72.4% |
| 10Y | +178.8% | +223.4% | -44.6% | +78.0% |
| All | +178.8% | +215.2% | -36.4% | +78.0% |
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 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