+65.0%
FDX vs RSG
+19.5%
+45.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | +3.6% |
| 7D | +8.1% | +5.1% | +3.0% | +8.1% |
| 30D | +13.9% | +15.3% | -1.4% | +14.2% |
| 3M | +5.5% | +18.6% | -13.0% | +6.4% |
| 6M | +15.1% | +19.5% | -4.4% | +16.6% |
| YTD | +43.2% | +17.2% | +26.0% | +43.3% |
| 1Y | +65.0% | +19.6% | +45.5% | +63.0% |
| All | +65.0% | +19.5% | +45.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling