+155.7%
FDX vs ROL
+214.5%
-58.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | +0.8% | -2.8% | -2.3% |
| 30D | +10.4% | +20.6% | -10.2% | +3.3% |
| 3M | +0.5% | +4.5% | -4.0% | -1.3% |
| 6M | +6.5% | -26.5% | +33.0% | +17.6% |
| YTD | +40.2% | -34.8% | +75.1% | +61.0% |
| 1Y | +52.1% | -33.2% | +85.3% | +72.9% |
| 3Y | +72.8% | +4.5% | +68.4% | +60.6% |
| 5Y | +76.3% | +15.5% | +60.7% | +52.3% |
| 10Y | +155.7% | +217.2% | -61.5% | +35.8% |
| All | +155.7% | +214.5% | -58.7% | +35.8% |
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