-25.1%
RCL vs FANG
+43.7%
-68.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.7% |
| 7D | -5.1% | +0.8% | -5.9% | -4.8% |
| 30D | -19.0% | +7.6% | -26.6% | -17.0% |
| 3M | -9.6% | -1.3% | -8.3% | -9.2% |
| 6M | -6.7% | +14.7% | -21.4% | -5.6% |
| YTD | -3.9% | +34.8% | -38.7% | -3.8% |
| 1Y | -25.1% | +42.9% | -68.0% | -26.6% |
| All | -25.1% | +43.7% | -68.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling