-24.5%
RCL vs FANG
+52.7%
-77.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.9% | +2.9% | -4.8% | -1.0% |
| 30D | -15.5% | +2.6% | -18.2% | -14.7% |
| 3M | -9.7% | +7.6% | -17.2% | -7.2% |
| 6M | -8.7% | +17.3% | -26.1% | -6.7% |
| YTD | -5.8% | +38.7% | -44.4% | -4.6% |
| 1Y | -24.5% | +51.6% | -76.1% | -25.3% |
| All | -24.5% | +52.7% | -77.1% | -25.3% |
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