+134.2%
DAL vs FANG
+182.5%
-48.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -0.3% | +2.9% | -3.2% | -1.2% |
| 30D | -11.1% | +2.6% | -13.8% | -12.0% |
| 3M | -2.1% | +7.6% | -9.7% | -5.1% |
| 6M | +35.8% | +17.3% | +18.5% | +26.5% |
| YTD | +16.0% | +38.7% | -22.6% | +1.8% |
| 1Y | +33.7% | +51.6% | -18.0% | +13.4% |
| 3Y | +102.3% | +50.0% | +52.3% | +68.3% |
| 5Y | +110.3% | +237.6% | -127.2% | +28.8% |
| All | +134.2% | +182.5% | -48.3% | +11.0% |
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 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