+34.3%
FANG vs RNG
+179.4%
-145.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -11.3% | -9.6% | -1.8% | -11.3% |
| 30D | -0.7% | -1.4% | +0.7% | -0.6% |
| 3M | -4.2% | +28.8% | -32.9% | -4.0% |
| 6M | -13.5% | +65.6% | -79.1% | -13.3% |
| YTD | +23.7% | +171.4% | -147.7% | +23.2% |
| 1Y | +34.3% | +185.3% | -151.0% | +34.5% |
| All | +34.3% | +179.4% | -145.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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