+50.3%
FANG vs RL
+199.8%
-149.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | +2.4% | -15.3% | +17.7% | +5.0% |
| 3M | +5.1% | -10.3% | +15.4% | +6.4% |
| 6M | +16.4% | -2.2% | +18.7% | +14.6% |
| YTD | +39.0% | -4.3% | +43.3% | +37.1% |
| 1Y | +50.6% | +8.9% | +41.8% | +42.3% |
| All | +50.3% | +199.8% | -149.6% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling