+100.0%
DAL vs FANG
+42.8%
+57.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.4% | -1.7% | +5.1% | +3.6% |
| 30D | -13.6% | +6.8% | -20.3% | -14.6% |
| 3M | +1.2% | +1.3% | -0.1% | +0.6% |
| 6M | +34.5% | +11.8% | +22.7% | +28.6% |
| YTD | +14.7% | +35.1% | -20.4% | +2.5% |
| 1Y | +29.2% | +48.9% | -19.7% | +10.7% |
| 3Y | +100.0% | +42.8% | +57.2% | +76.3% |
| All | +100.0% | +42.8% | +57.2% | +76.3% |
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