+74.3%
FDX vs ROL
+15.2%
+59.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | +0.8% | -2.8% | -2.2% |
| 30D | +10.4% | +20.6% | -10.2% | +6.0% |
| 3M | +0.5% | +4.5% | -4.0% | -0.7% |
| 6M | +6.5% | -26.5% | +33.0% | +13.0% |
| YTD | +40.2% | -34.8% | +75.1% | +52.5% |
| 1Y | +52.1% | -33.2% | +85.3% | +64.3% |
| 3Y | +72.8% | +4.5% | +68.4% | +62.7% |
| All | +74.3% | +15.2% | +59.1% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling