+172.7%
RCL vs FANG
+45.6%
+127.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.6% |
| 30D | -15.7% | +2.4% | -18.1% | -16.0% |
| 3M | -3.6% | +5.1% | -8.7% | -4.6% |
| 6M | -8.7% | +16.4% | -25.1% | -13.1% |
| YTD | -6.2% | +39.0% | -45.1% | -15.8% |
| 1Y | -22.9% | +50.6% | -73.5% | -32.9% |
| All | +172.7% | +45.6% | +127.2% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling