+181.9%
FANG vs RRX
+228.4%
-46.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.8% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +2.6% | -6.1% | +8.8% | +5.3% |
| 3M | +7.6% | -23.1% | +30.6% | +17.4% |
| 6M | +17.3% | -19.5% | +36.9% | +20.8% |
| YTD | +38.7% | +16.1% | +22.6% | +15.3% |
| 1Y | +51.6% | +12.9% | +38.7% | +26.3% |
| 3Y | +50.0% | +7.9% | +42.0% | +16.7% |
| 5Y | +237.6% | +19.1% | +218.5% | +126.5% |
| All | +181.9% | +228.4% | -46.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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