+183.9%
FDX vs ROL
+213.5%
-29.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | +3.8% | -4.1% | +7.9% | +5.2% |
| 3M | -1.3% | -22.5% | +21.2% | +7.3% |
| 6M | +5.0% | -37.7% | +42.7% | +23.2% |
| YTD | +39.6% | -39.6% | +79.2% | +64.9% |
| 1Y | +81.1% | -36.0% | +117.1% | +108.4% |
| 3Y | +63.0% | -5.1% | +68.2% | +56.7% |
| 5Y | +65.6% | -3.4% | +69.0% | +53.9% |
| All | +183.9% | +213.5% | -29.7% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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