+65.5%
FDX vs ROL
+3.8%
+61.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.4% |
| 7D | -1.6% | +9.5% | -11.1% | -2.9% |
| 30D | +6.6% | +22.9% | -16.3% | +3.5% |
| 3M | -2.1% | +3.5% | -5.6% | -2.9% |
| 6M | +2.2% | -29.4% | +31.5% | +5.9% |
| YTD | +33.9% | -36.1% | +70.0% | +40.2% |
| 1Y | +50.2% | -34.4% | +84.6% | +56.7% |
| 3Y | +65.5% | +4.0% | +61.5% | +51.7% |
| All | +65.5% | +3.8% | +61.7% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling