+104.3%
DAL vs FANG
+157.6%
-53.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -1.1% | +4.0% | -5.1% | -2.3% |
| 30D | +12.8% | -5.8% | +18.6% | +14.2% |
| 3M | -5.3% | -6.7% | +1.4% | -4.3% |
| 6M | +22.4% | -6.4% | +28.8% | +22.0% |
| YTD | +25.6% | +25.9% | -0.3% | +12.3% |
| 1Y | +45.5% | +31.1% | +14.4% | +28.2% |
| 3Y | +161.0% | +31.3% | +129.6% | +124.4% |
| 5Y | +112.2% | +108.3% | +3.9% | +50.6% |
| All | +104.3% | +157.6% | -53.3% | -0.7% |
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