+3,916.3%
FDX vs RRC
+1,414.2%
+2,502.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.5% |
| 7D | -1.6% | -10.8% | +9.2% | -0.7% |
| 30D | +6.6% | +22.3% | -15.7% | +4.7% |
| 3M | -2.1% | +26.6% | -28.7% | -4.2% |
| 6M | +2.2% | +18.9% | -16.8% | +0.3% |
| YTD | +33.9% | +39.2% | -5.3% | +29.6% |
| 1Y | +50.2% | +34.0% | +16.3% | +45.7% |
| 3Y | +65.5% | +42.0% | +23.5% | +58.6% |
| 5Y | +74.1% | +111.9% | -37.8% | +58.2% |
| 10Y | +156.7% | +62.8% | +93.9% | +116.5% |
| All | +3,916.3% | +1,414.2% | +2,502.2% | +3,444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling