+4.4%
RDW vs FDX
+68.8%
-64.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.1% |
| 7D | +4.8% | -3.9% | +8.7% | +7.4% |
| 30D | -19.5% | -3.3% | -16.2% | -18.2% |
| 3M | -26.9% | -2.0% | -24.9% | -26.6% |
| 6M | +17.8% | +8.0% | +9.7% | +11.6% |
| YTD | +43.0% | +35.0% | +8.0% | +18.6% |
| 1Y | +32.1% | +73.7% | -41.6% | -5.0% |
| 3Y | +250.6% | +61.6% | +189.1% | +152.5% |
| 5Y | -6.6% | +65.4% | -72.0% | -37.9% |
| All | +4.4% | +68.8% | -64.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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