+51.4%
RSP vs FANG
+45.6%
+5.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | -3.4% | +2.4% | -5.8% | -3.8% |
| 3M | +3.6% | +5.1% | -1.5% | +2.6% |
| 6M | +9.0% | +16.4% | -7.4% | +5.2% |
| YTD | +12.2% | +39.0% | -26.8% | +4.1% |
| 1Y | +15.6% | +50.6% | -35.1% | +5.0% |
| All | +51.4% | +45.6% | +5.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling