+71.6%
FDX vs RRX
+67.8%
+3.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.5% | 0.0% | +0.4% | +0.3% |
| 30D | +9.5% | +9.0% | +0.5% | +6.3% |
| 3M | -1.3% | +4.0% | -5.3% | -3.2% |
| 6M | +5.5% | -15.7% | +21.3% | +8.6% |
| YTD | +38.9% | +29.0% | +9.9% | +21.4% |
| 1Y | +58.8% | +35.2% | +23.6% | +36.1% |
| All | +71.6% | +67.8% | +3.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling