+143.9%
DASH vs FANG
+42.8%
+101.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -11.2% | -1.7% | -9.4% | -11.0% |
| 30D | -7.3% | +6.8% | -14.1% | -7.9% |
| 3M | +31.4% | +1.3% | +30.2% | +31.0% |
| 6M | +11.9% | +11.8% | +0.1% | +9.0% |
| YTD | -11.5% | +35.1% | -46.6% | -17.1% |
| 1Y | -20.0% | +48.9% | -69.0% | -27.1% |
| 3Y | +143.9% | +42.8% | +101.1% | +111.8% |
| All | +143.9% | +42.8% | +101.2% | +111.8% |
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