+16.4%
FANG vs RRC
+2.3%
+14.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +1.2% | -1.2% | +2.4% | +1.9% |
| 30D | +2.4% | +3.0% | -0.6% | +0.5% |
| 3M | +5.1% | +7.3% | -2.2% | +0.8% |
| 6M | +16.4% | +3.6% | +12.9% | +14.8% |
| All | +16.4% | +2.3% | +14.2% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling