+181.9%
FANG vs RRC
+4.9%
+177.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +2.9% | -1.8% | +4.7% | +3.7% |
| 30D | +2.6% | +2.7% | 0.0% | +1.4% |
| 3M | +7.6% | +8.8% | -1.3% | +3.5% |
| 6M | +17.3% | -1.2% | +18.5% | +17.8% |
| YTD | +38.7% | +17.6% | +21.1% | +28.7% |
| 1Y | +51.6% | +18.4% | +33.2% | +39.5% |
| 3Y | +50.0% | +33.1% | +16.9% | +29.3% |
| 5Y | +237.6% | +148.2% | +89.4% | +110.1% |
| All | +181.9% | +4.9% | +177.0% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling