+62.8%
FDX vs RNG
-68.4%
+131.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.3% | -6.1% | +2.8% | -2.4% |
| 30D | -4.5% | +9.6% | -14.1% | -5.8% |
| 3M | -7.3% | +83.3% | -90.7% | -15.5% |
| 6M | +7.5% | +77.9% | -70.4% | -2.6% |
| YTD | +35.1% | +139.9% | -104.8% | +15.0% |
| 1Y | +71.4% | +121.7% | -50.2% | +47.4% |
| 3Y | +60.8% | +121.9% | -61.1% | +34.0% |
| All | +62.8% | -68.4% | +131.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling