-16.8%
DASH vs FANG
+95.0%
-111.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -7.4% | +4.6% | -1.7% |
| 30D | -9.3% | -7.3% | -2.0% | -8.5% |
| 3M | -15.1% | -10.0% | -5.1% | -14.1% |
| 6M | +8.7% | -4.6% | +13.3% | +7.8% |
| YTD | -21.3% | +20.5% | -41.8% | -26.7% |
| 1Y | -12.7% | +26.0% | -38.7% | -19.7% |
| 3Y | +103.8% | +26.0% | +77.8% | +80.1% |
| 5Y | -16.8% | +104.5% | -121.3% | -34.7% |
| All | -16.8% | +95.0% | -111.8% | -34.7% |
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