+1,422.9%
FANG vs RMD
+562.1%
+860.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.4% | -4.7% | +4.3% | +0.8% |
| 30D | +2.4% | +0.2% | +2.2% | +2.2% |
| 3M | +4.9% | +12.0% | -7.1% | +1.2% |
| 6M | +12.0% | -12.5% | +24.6% | +14.9% |
| YTD | +37.1% | -7.9% | +45.0% | +38.4% |
| 1Y | +52.3% | -20.4% | +72.6% | +59.6% |
| 3Y | +45.0% | +53.1% | -8.2% | +22.1% |
| 5Y | +231.0% | -22.1% | +253.1% | +235.2% |
| 10Y | +177.5% | +275.4% | -97.9% | +64.5% |
| All | +1,422.9% | +562.1% | +860.9% | +602.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling