+51.6%
FANG vs RBA
-27.6%
+79.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +2.6% | -2.9% | +5.5% | +2.6% |
| 3M | +7.6% | -20.9% | +28.5% | +7.1% |
| 6M | +17.3% | -17.7% | +35.0% | +16.8% |
| YTD | +38.7% | -18.2% | +56.8% | +37.7% |
| 1Y | +51.6% | -29.1% | +80.7% | +53.2% |
| All | +51.6% | -27.6% | +79.3% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling