+181.9%
FANG vs RL
+311.3%
-129.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +2.9% | -3.4% | +6.3% | +4.3% |
| 30D | +2.6% | -14.4% | +17.1% | +9.1% |
| 3M | +7.6% | -13.6% | +21.1% | +13.1% |
| 6M | +17.3% | +0.6% | +16.8% | +12.8% |
| YTD | +38.7% | -3.6% | +42.3% | +35.1% |
| 1Y | +51.6% | +8.3% | +43.3% | +39.2% |
| 3Y | +50.0% | +204.8% | -154.8% | -19.7% |
| 5Y | +237.6% | +232.9% | +4.6% | +62.3% |
| All | +181.9% | +311.3% | -129.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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