+424.5%
RSP vs FANG
+1,373.6%
-949.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | -1.5% | +6.8% | -8.3% | -2.8% |
| 3M | +4.8% | +1.3% | +3.5% | +4.2% |
| 6M | +10.3% | +11.8% | -1.5% | +7.2% |
| YTD | +14.1% | +35.1% | -21.0% | +6.7% |
| 1Y | +17.0% | +48.9% | -31.9% | +7.2% |
| 3Y | +54.2% | +42.8% | +11.4% | +40.1% |
| 5Y | +51.5% | +230.3% | -178.8% | +15.0% |
| 10Y | +204.4% | +167.0% | +37.4% | +106.6% |
| All | +424.5% | +1,373.6% | -949.0% | +165.8% |
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