+50.3%
FANG vs RBA
+25.0%
+25.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.5% |
| 7D | +1.2% | -3.3% | +4.5% | +1.7% |
| 30D | +2.4% | -9.8% | +12.2% | +4.0% |
| 3M | +5.1% | -23.5% | +28.5% | +9.1% |
| 6M | +16.4% | -21.5% | +37.9% | +20.0% |
| YTD | +39.0% | -21.2% | +60.1% | +42.1% |
| 1Y | +50.6% | -30.2% | +80.8% | +59.3% |
| All | +50.3% | +25.0% | +25.2% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling