+149.2%
FDX vs ROP
+196.0%
-46.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.2% |
| 7D | -1.6% | +2.1% | -3.8% | -2.7% |
| 30D | +6.6% | +32.9% | -26.3% | -8.3% |
| 3M | -2.1% | +20.3% | -22.4% | -11.5% |
| 6M | +2.2% | +36.8% | -34.6% | -15.0% |
| YTD | +33.9% | +8.1% | +25.8% | +26.0% |
| 1Y | +50.2% | +8.3% | +42.0% | +41.0% |
| 3Y | +65.5% | -3.2% | +68.8% | +63.5% |
| 5Y | +74.1% | +1.7% | +72.4% | +64.1% |
| All | +149.2% | +196.0% | -46.7% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling