+1,422.9%
FANG vs RL
+176.0%
+1,247.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.8% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +2.4% | -17.5% | +19.9% | +10.2% |
| 3M | +4.9% | -14.0% | +18.9% | +10.2% |
| 6M | +12.0% | -2.0% | +14.0% | +9.1% |
| YTD | +37.1% | -4.6% | +41.7% | +34.3% |
| 1Y | +52.3% | +9.5% | +42.8% | +39.7% |
| 3Y | +45.0% | +200.5% | -155.5% | -19.0% |
| 5Y | +231.0% | +226.3% | +4.7% | +68.5% |
| 10Y | +177.5% | +304.8% | -127.3% | +25.0% |
| All | +1,422.9% | +176.0% | +1,247.0% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling