+181.9%
FANG vs RBA
+206.5%
-24.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +2.6% | -2.9% | +5.5% | +3.5% |
| 3M | +7.6% | -20.9% | +28.5% | +15.3% |
| 6M | +17.3% | -17.7% | +35.0% | +23.2% |
| YTD | +38.7% | -18.2% | +56.8% | +44.9% |
| 1Y | +51.6% | -29.1% | +80.7% | +67.1% |
| 3Y | +50.0% | +29.5% | +20.4% | +27.9% |
| 5Y | +237.6% | +40.2% | +197.3% | +164.3% |
| All | +181.9% | +206.5% | -24.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling