+118.4%
DAL vs FANG
+107.0%
+11.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +2.3% | -1.0% | +3.4% | +2.5% |
| 30D | +14.3% | -7.2% | +21.6% | +15.5% |
| 3M | +1.3% | -9.8% | +11.1% | +2.7% |
| 6M | +29.3% | -6.7% | +36.0% | +28.8% |
| YTD | +33.0% | +22.4% | +10.5% | +20.8% |
| 1Y | +59.8% | +25.1% | +34.7% | +44.0% |
| 3Y | +177.2% | +28.1% | +149.1% | +140.4% |
| 5Y | +118.4% | +104.7% | +13.6% | +57.9% |
| All | +118.4% | +107.0% | +11.4% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling