+72.5%
FDX vs RRC
+132.2%
-59.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | +0.8% | +2.5% | -1.7% | +0.5% |
| 30D | +9.9% | +21.1% | -11.3% | +7.4% |
| 3M | -1.9% | +28.4% | -30.3% | -4.8% |
| 6M | +6.1% | +26.5% | -20.4% | +2.9% |
| YTD | +38.8% | +47.0% | -8.2% | +31.6% |
| 1Y | +50.0% | +35.2% | +14.8% | +43.6% |
| 3Y | +71.0% | +61.0% | +10.1% | +58.3% |
| 5Y | +72.5% | +133.6% | -61.1% | +55.1% |
| All | +72.5% | +132.2% | -59.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling