+28.3%
RDW vs FANG
+43.7%
-15.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.3% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | -1.8% | +7.6% | -9.4% | -0.5% |
| 3M | -50.9% | -1.3% | -49.6% | -50.1% |
| 6M | +13.5% | +14.7% | -1.2% | +5.7% |
| YTD | +38.6% | +34.8% | +3.8% | +18.8% |
| 1Y | +28.3% | +42.9% | -14.7% | +10.0% |
| All | +28.3% | +43.7% | -15.5% | +10.0% |
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 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