+72.5%
FDX vs ROP
+2.3%
+70.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | +9.9% | +29.7% | -19.8% | -0.1% |
| 3M | -1.9% | +21.2% | -23.1% | -8.7% |
| 6M | +6.1% | +48.3% | -42.2% | -9.5% |
| YTD | +38.8% | +8.4% | +30.4% | +35.8% |
| 1Y | +50.0% | +6.0% | +44.0% | +48.5% |
| 3Y | +71.0% | -5.6% | +76.6% | +77.5% |
| 5Y | +72.5% | +1.3% | +71.2% | +64.0% |
| All | +72.5% | +2.3% | +70.1% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling