+153.5%
FDX vs RRX
+200.5%
-46.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.4% |
| 7D | +5.2% | +4.3% | +0.9% | +3.3% |
| 30D | +11.3% | +12.3% | -1.0% | +5.1% |
| 3M | -4.1% | +3.7% | -7.8% | -6.9% |
| 6M | +9.6% | -13.9% | +23.6% | +12.3% |
| YTD | +40.9% | +26.5% | +14.4% | +18.6% |
| 1Y | +53.0% | +29.3% | +23.7% | +27.0% |
| 3Y | +74.1% | +65.6% | +8.5% | +19.6% |
| 5Y | +75.1% | +10.6% | +64.5% | +41.1% |
| All | +153.5% | +200.5% | -46.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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