+1,422.9%
FANG vs RRC
-38.4%
+1,461.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.4% | -1.7% | +1.4% | +0.4% |
| 30D | +2.4% | +3.6% | -1.2% | +0.8% |
| 3M | +4.9% | +8.8% | -3.9% | +1.0% |
| 6M | +12.0% | +0.8% | +11.2% | +11.5% |
| YTD | +37.1% | +19.0% | +18.1% | +26.8% |
| 1Y | +52.3% | +22.9% | +29.3% | +38.1% |
| 3Y | +45.0% | +32.3% | +12.6% | +25.7% |
| 5Y | +231.0% | +151.6% | +79.4% | +106.8% |
| 10Y | +177.5% | +5.5% | +172.0% | +93.3% |
| All | +1,422.9% | -38.4% | +1,461.4% | +1,221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling