+226.2%
FANG vs RL
+230.0%
-3.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +1.7% |
| 30D | +2.4% | -15.3% | +17.7% | +6.5% |
| 3M | +5.1% | -10.3% | +15.4% | +7.2% |
| 6M | +16.4% | -2.2% | +18.7% | +14.3% |
| YTD | +39.0% | -4.3% | +43.3% | +36.9% |
| 1Y | +50.6% | +8.9% | +41.8% | +41.6% |
| 3Y | +46.9% | +201.4% | -154.5% | -4.3% |
| All | +226.2% | +230.0% | -3.8% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling