+333.1%
RCL vs FANG
+182.5%
+150.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.9% | +2.9% | -4.8% | -3.1% |
| 30D | -15.5% | +2.6% | -18.2% | -16.6% |
| 3M | -9.7% | +7.6% | -17.2% | -13.6% |
| 6M | -8.7% | +17.3% | -26.1% | -17.8% |
| YTD | -5.8% | +38.7% | -44.4% | -21.9% |
| 1Y | -24.5% | +51.6% | -76.1% | -40.3% |
| 3Y | +173.9% | +50.0% | +123.9% | +108.3% |
| 5Y | +228.0% | +237.6% | -9.6% | +58.9% |
| All | +333.1% | +182.5% | +150.6% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling