+4,064.1%
FDX vs RRX
+4,334.9%
-270.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.5% | 0.0% | +0.4% | +0.2% |
| 30D | +9.5% | +9.0% | +0.5% | +5.5% |
| 3M | -1.3% | +4.0% | -5.3% | -3.8% |
| 6M | +5.5% | -15.7% | +21.3% | +8.6% |
| YTD | +38.9% | +29.0% | +9.9% | +21.3% |
| 1Y | +58.8% | +35.2% | +23.6% | +36.0% |
| 3Y | +71.1% | +67.7% | +3.4% | +30.9% |
| 5Y | +76.3% | +14.9% | +61.4% | +50.0% |
| 10Y | +153.4% | +216.8% | -63.4% | +49.5% |
| All | +4,064.1% | +4,334.9% | -270.8% | +1,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling