+920.1%
RCL vs FANG
+1,395.6%
-475.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -15.7% | +2.4% | -18.1% | -16.5% |
| 3M | -8.0% | +4.9% | -12.9% | -10.6% |
| 6M | -10.1% | +12.0% | -22.2% | -16.3% |
| YTD | -5.9% | +37.1% | -43.0% | -19.5% |
| 1Y | -23.5% | +52.3% | -75.7% | -37.6% |
| 3Y | +174.4% | +45.0% | +129.4% | +120.8% |
| 5Y | +227.1% | +231.0% | -3.8% | +81.3% |
| 10Y | +342.5% | +177.5% | +165.1% | +93.5% |
| All | +920.1% | +1,395.6% | -475.5% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling