+65.4%
FDX vs RRX
+14.8%
+50.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.5% |
| 7D | -3.9% | -3.7% | -0.1% | -2.7% |
| 30D | -3.3% | -9.3% | +6.0% | -0.3% |
| 3M | -2.0% | -21.8% | +19.8% | +4.5% |
| 6M | +8.0% | -22.0% | +30.1% | +13.9% |
| YTD | +35.0% | +11.9% | +23.1% | +23.6% |
| 1Y | +73.7% | +11.6% | +62.1% | +58.0% |
| 3Y | +61.6% | +2.2% | +59.4% | +46.1% |
| 5Y | +65.4% | +14.9% | +50.5% | +38.9% |
| All | +65.4% | +14.8% | +50.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling