+34.3%
FANG vs RMD
-1.9%
+36.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.8% | -4.1% |
| 7D | -11.3% | -3.9% | -7.5% | -11.5% |
| 30D | -0.7% | +7.9% | -8.6% | +0.3% |
| 3M | -4.2% | +8.1% | -12.3% | -3.4% |
| 6M | -13.5% | +15.5% | -29.0% | -10.9% |
| YTD | +23.7% | +0.7% | +23.1% | +29.5% |
| 1Y | +34.3% | -1.4% | +35.7% | +42.2% |
| All | +34.3% | -1.9% | +36.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling