+6.1%
FDX vs RSG
+27.8%
-21.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +9.9% | +15.0% | -5.2% | +9.0% |
| 3M | -1.9% | +18.5% | -20.4% | -2.2% |
| 6M | +6.1% | +25.8% | -19.7% | +8.4% |
| All | +6.1% | +27.8% | -21.8% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling