-11.4%
RKT vs FANG
+232.6%
-244.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -6.3% | +2.9% | -9.1% | -6.4% |
| 30D | -6.2% | +2.6% | -8.8% | -6.3% |
| 3M | -1.9% | +7.6% | -9.4% | -2.4% |
| 6M | -13.0% | +17.3% | -30.3% | -15.1% |
| YTD | -31.9% | +38.7% | -70.6% | -35.3% |
| 1Y | -37.6% | +51.6% | -89.2% | -41.5% |
| 3Y | +36.8% | +50.0% | -13.1% | +23.9% |
| All | -11.4% | +232.6% | -244.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling