+2.0%
RDW vs FANG
+312.1%
-310.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | +2.9% | -2.0% | +0.1% |
| 30D | -21.3% | +2.6% | -23.9% | -21.9% |
| 3M | -37.9% | +7.6% | -45.4% | -39.6% |
| 6M | +12.3% | +17.3% | -5.1% | +4.6% |
| YTD | +39.7% | +38.7% | +1.1% | +23.3% |
| 1Y | +25.7% | +51.6% | -26.0% | +7.5% |
| 3Y | +230.8% | +50.0% | +180.9% | +183.2% |
| 5Y | -8.8% | +237.6% | -246.3% | -27.3% |
| All | +2.0% | +312.1% | -310.1% | -21.2% |
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 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