+9,685.3%
RTX vs FDX
+4,056.7%
+5,628.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | -5.1% | -1.6% | -3.5% | -4.7% |
| 30D | +5.1% | +6.6% | -1.5% | +2.8% |
| 3M | -14.8% | -2.1% | -12.8% | -14.5% |
| 6M | +8.0% | +2.2% | +5.9% | +6.4% |
| YTD | +4.5% | +33.9% | -29.5% | -6.8% |
| 1Y | +9.8% | +50.2% | -40.4% | -5.9% |
| 3Y | +144.2% | +65.5% | +78.7% | +94.1% |
| 5Y | +131.4% | +74.1% | +57.4% | +72.8% |
| 10Y | +273.3% | +156.7% | +116.6% | +130.5% |
| All | +9,685.3% | +4,056.7% | +5,628.7% | +2,554.0% |
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