+59.4%
FDX vs RRX
+3.6%
+55.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -4.9% | -8.0% | +3.1% | -2.8% |
| 3M | -6.5% | -25.1% | +18.6% | +0.1% |
| 6M | +6.7% | -18.3% | +24.9% | +10.0% |
| YTD | +33.9% | +14.2% | +19.7% | +23.6% |
| 1Y | +72.2% | +13.0% | +59.1% | +58.5% |
| All | +59.4% | +3.6% | +55.7% | +42.0% |
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