+318.9%
FDX vs RNG
+327.7%
-8.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -2.5% | +5.8% | -8.3% | -3.4% |
| 30D | +3.8% | +19.6% | -15.8% | +1.0% |
| 3M | -1.3% | +67.0% | -68.3% | -9.5% |
| 6M | +5.0% | +88.4% | -83.3% | -6.6% |
| YTD | +39.6% | +155.5% | -115.8% | +16.6% |
| 1Y | +81.1% | +141.7% | -60.5% | +52.1% |
| 3Y | +63.0% | +131.1% | -68.0% | +33.9% |
| 5Y | +65.6% | -70.6% | +136.2% | +74.8% |
| 10Y | +183.4% | +228.2% | -44.9% | +92.4% |
| All | +318.9% | +327.7% | -8.8% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling