+906.8%
DAL vs FANG
+1,273.9%
-367.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -1.1% | +4.0% | -5.1% | -2.1% |
| 30D | +12.8% | -5.8% | +18.6% | +14.0% |
| 3M | -5.3% | -6.7% | +1.4% | -4.4% |
| 6M | +22.4% | -6.4% | +28.8% | +22.1% |
| YTD | +25.6% | +25.9% | -0.3% | +14.0% |
| 1Y | +45.5% | +31.1% | +14.4% | +30.4% |
| 3Y | +161.0% | +31.3% | +129.6% | +129.4% |
| 5Y | +112.2% | +108.3% | +3.9% | +58.8% |
| 10Y | +109.1% | +156.4% | -47.3% | +15.7% |
| All | +906.8% | +1,273.9% | -367.1% | +276.1% |
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