+205.8%
RSP vs FANG
+182.5%
+23.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | +2.9% | -4.8% | -2.4% |
| 30D | -2.8% | +2.6% | -5.4% | -3.3% |
| 3M | +2.8% | +7.6% | -4.7% | +1.1% |
| 6M | +10.2% | +17.3% | -7.1% | +6.0% |
| YTD | +13.1% | +38.7% | -25.6% | +5.1% |
| 1Y | +14.8% | +51.6% | -36.9% | +4.5% |
| 3Y | +52.6% | +50.0% | +2.6% | +36.9% |
| 5Y | +51.6% | +237.6% | -185.9% | +13.5% |
| All | +205.8% | +182.5% | +23.4% | +104.2% |
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