+182.8%
FDX vs RRC
+8.2%
+174.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +3.8% | +10.1% | -6.3% | +2.3% |
| 3M | -1.3% | +4.0% | -5.3% | -2.1% |
| 6M | +5.0% | +1.6% | +3.4% | +4.2% |
| YTD | +39.6% | +19.7% | +19.9% | +34.8% |
| 1Y | +81.1% | +21.4% | +59.7% | +74.0% |
| 3Y | +63.0% | +29.7% | +33.4% | +52.6% |
| 5Y | +65.6% | +153.9% | -88.3% | +32.5% |
| All | +182.8% | +8.2% | +174.6% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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