+156.3%
FDX vs ROP
+189.6%
-33.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | +9.3% | +29.5% | -20.2% | -4.8% |
| 3M | +0.5% | +17.5% | -17.1% | -8.1% |
| 6M | +5.3% | +38.1% | -32.7% | -12.9% |
| YTD | +38.6% | +7.0% | +31.6% | +31.0% |
| 1Y | +53.5% | +6.5% | +47.0% | +45.4% |
| 3Y | +74.2% | -5.5% | +79.7% | +74.4% |
| 5Y | +75.3% | -0.4% | +75.7% | +67.3% |
| 10Y | +156.3% | +183.6% | -27.3% | +29.2% |
| All | +156.3% | +189.6% | -33.4% | +29.2% |
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