+67.1%
FDX vs RNG
+130.7%
-63.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | -2.5% | +5.8% | -8.3% | -3.2% |
| 30D | +3.8% | +19.6% | -15.8% | +1.5% |
| 3M | -1.3% | +67.0% | -68.3% | -7.9% |
| 6M | +5.0% | +88.4% | -83.3% | -4.8% |
| YTD | +39.6% | +155.5% | -115.8% | +18.2% |
| 1Y | +81.1% | +141.7% | -60.5% | +54.2% |
| All | +67.1% | +130.7% | -63.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling