+1,422.9%
FANG vs ROP
+285.7%
+1,137.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.3% |
| 7D | -0.4% | -6.1% | +5.7% | +3.3% |
| 30D | +2.4% | -3.4% | +5.8% | +4.2% |
| 3M | +4.9% | +16.7% | -11.8% | -6.0% |
| 6M | +12.0% | +8.1% | +4.0% | +4.7% |
| YTD | +37.1% | -11.7% | +48.8% | +43.8% |
| 1Y | +52.3% | -24.2% | +76.5% | +75.8% |
| 3Y | +45.0% | -19.0% | +63.9% | +56.2% |
| 5Y | +231.0% | -15.9% | +246.8% | +236.0% |
| 10Y | +177.5% | +135.7% | +41.8% | +31.5% |
| All | +1,422.9% | +285.7% | +1,137.3% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling