+1,500.9%
FDX vs RSG
+2,015.2%
-514.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +3.8% | +7.6% | -3.8% | +1.5% |
| 3M | -1.3% | +7.4% | -8.7% | -3.7% |
| 6M | +5.0% | -3.3% | +8.3% | +5.6% |
| YTD | +39.6% | +6.0% | +33.6% | +36.3% |
| 1Y | +81.1% | -3.7% | +84.8% | +81.7% |
| 3Y | +63.0% | +59.1% | +3.9% | +38.9% |
| 5Y | +65.6% | +89.0% | -23.4% | +32.8% |
| 10Y | +183.4% | +412.5% | -229.2% | +71.1% |
| All | +1,500.9% | +2,015.2% | -514.3% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling