+50.0%
FANG vs ROP
-19.1%
+69.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +3.7% |
| 30D | +2.6% | -1.7% | +4.3% | +2.8% |
| 3M | +7.6% | +17.1% | -9.5% | +3.9% |
| 6M | +17.3% | +10.9% | +6.5% | +14.6% |
| YTD | +38.7% | -12.1% | +50.8% | +44.1% |
| 1Y | +51.6% | -24.2% | +75.9% | +66.2% |
| 3Y | +50.0% | -20.4% | +70.3% | +66.3% |
| All | +50.0% | -19.1% | +69.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling