+966.0%
DAL vs FANG
+1,235.8%
-269.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +2.3% | -1.0% | +3.4% | +2.6% |
| 30D | +14.3% | -7.2% | +21.6% | +16.0% |
| 3M | +1.3% | -9.8% | +11.1% | +3.2% |
| 6M | +29.3% | -6.7% | +36.0% | +29.0% |
| YTD | +33.0% | +22.4% | +10.5% | +21.6% |
| 1Y | +59.8% | +25.1% | +34.7% | +45.0% |
| 3Y | +177.2% | +28.1% | +149.1% | +145.3% |
| 5Y | +118.4% | +104.7% | +13.6% | +64.1% |
| 10Y | +121.4% | +149.3% | -27.9% | +23.5% |
| All | +966.0% | +1,235.8% | -269.8% | +301.2% |
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