+54.2%
RGTI vs FANG
+238.8%
-184.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | +2.9% | -2.4% | -0.4% |
| 30D | -17.1% | +2.6% | -19.7% | -17.8% |
| 3M | -26.0% | +7.6% | -33.6% | -28.3% |
| 6M | -9.9% | +17.3% | -27.2% | -16.3% |
| YTD | -31.1% | +38.7% | -69.7% | -40.0% |
| 1Y | -8.5% | +51.6% | -60.2% | -22.9% |
| 3Y | +652.2% | +50.0% | +602.3% | +511.6% |
| 5Y | +56.8% | +237.6% | -180.8% | +20.6% |
| All | +54.2% | +238.8% | -184.5% | +18.5% |
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