+155.7%
FDX vs ROP
+183.0%
-27.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -2.1% | -2.9% | +0.9% | -0.5% |
| 30D | +10.4% | +30.1% | -19.6% | -4.0% |
| 3M | +0.5% | +19.9% | -19.4% | -9.1% |
| 6M | +6.5% | +46.0% | -39.5% | -14.5% |
| YTD | +40.2% | +8.4% | +31.9% | +31.7% |
| 1Y | +52.1% | +8.8% | +43.3% | +42.4% |
| 3Y | +72.8% | -5.6% | +78.5% | +73.5% |
| 5Y | +76.3% | +3.0% | +73.3% | +64.9% |
| 10Y | +155.7% | +184.0% | -28.3% | +29.9% |
| All | +155.7% | +183.0% | -27.3% | +29.9% |
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