+169.3%
RTX vs FDX
+65.4%
+103.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -5.2% | -2.5% | -2.6% | -4.8% |
| 30D | -9.4% | +3.8% | -13.2% | -9.9% |
| 3M | +12.3% | -1.3% | +13.6% | +12.3% |
| 6M | -3.1% | +5.0% | -8.1% | -4.2% |
| YTD | +10.7% | +39.6% | -29.0% | +4.7% |
| 1Y | +28.4% | +81.1% | -52.7% | +16.8% |
| 3Y | +147.1% | +63.0% | +84.0% | +124.1% |
| All | +169.3% | +65.4% | +103.9% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling