+65.0%
FDX vs ROP
+10.4%
+54.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.4% | +3.5% |
| 7D | +8.1% | +11.7% | -3.6% | +8.0% |
| 30D | +13.9% | +35.5% | -21.5% | +13.9% |
| 3M | +5.5% | +25.6% | -20.1% | +5.4% |
| 6M | +15.1% | +39.3% | -24.1% | +16.2% |
| YTD | +43.2% | +11.6% | +31.5% | +43.2% |
| 1Y | +65.0% | +10.6% | +54.4% | +65.0% |
| All | +65.0% | +10.4% | +54.6% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling