-73.6%
RGTI vs FANG
+32.1%
-105.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -1.8% | -10.3% | -12.5% |
| 7D | -18.3% | -13.0% | -5.3% | -20.8% |
| 30D | -35.1% | -2.9% | -32.1% | -35.3% |
| 3M | -41.3% | -3.0% | -38.3% | -41.1% |
| 6M | -46.1% | -11.9% | -34.1% | -47.3% |
| YTD | -55.5% | +21.5% | -77.0% | -56.7% |
| 1Y | -73.6% | +34.0% | -107.5% | -77.4% |
| All | -73.6% | +32.1% | -105.7% | -77.4% |
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