+316.6%
FDX vs RNG
+328.0%
-11.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.5% | -6.0% | +6.5% | +1.4% |
| 30D | +9.5% | -7.4% | +16.9% | +10.5% |
| 3M | -1.3% | +14.6% | -15.9% | -3.8% |
| 6M | +5.5% | +61.5% | -56.0% | -3.4% |
| YTD | +38.9% | +155.7% | -116.8% | +15.5% |
| 1Y | +58.8% | +172.5% | -113.7% | +30.7% |
| 3Y | +71.1% | +168.0% | -96.9% | +37.2% |
| 5Y | +76.3% | -73.8% | +150.1% | +89.8% |
| 10Y | +153.4% | +240.3% | -86.8% | +70.8% |
| All | +316.6% | +328.0% | -11.5% | +169.8% |
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 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