+32.0%
RCL vs FANG
+32.3%
-0.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.9% | +11.3% | +4.4% |
| 7D | +11.7% | -11.3% | +23.0% | +6.9% |
| 30D | +21.1% | -0.7% | +21.8% | +21.1% |
| 3M | +2.9% | -4.2% | +7.0% | +2.1% |
| 6M | +29.8% | -13.5% | +43.3% | +25.2% |
| YTD | +21.4% | +23.7% | -2.3% | +23.8% |
| 1Y | +32.0% | +34.3% | -2.3% | +32.2% |
| All | +32.0% | +32.3% | -0.2% | +32.2% |
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