+62.9%
FDX vs RSG
+90.2%
-27.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | +3.7% | -8.5% | -5.6% |
| 3M | -6.5% | +6.2% | -12.6% | -7.8% |
| 6M | +6.7% | -2.8% | +9.4% | +7.4% |
| YTD | +33.9% | +5.9% | +28.0% | +31.4% |
| 1Y | +72.2% | -1.8% | +73.9% | +72.5% |
| 3Y | +60.2% | +57.5% | +2.7% | +36.0% |
| 5Y | +62.9% | +91.1% | -28.1% | +28.7% |
| All | +62.9% | +90.2% | -27.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling