-5.1%
DASH vs FANG
+238.1%
-243.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -12.8% | -0.4% | -12.4% | -12.8% |
| 30D | -6.0% | +2.4% | -8.4% | -6.4% |
| 3M | +26.7% | +4.9% | +21.8% | +25.1% |
| 6M | +11.7% | +12.0% | -0.3% | +8.2% |
| YTD | -12.9% | +37.1% | -50.0% | -19.4% |
| 1Y | -23.1% | +52.3% | -75.4% | -30.8% |
| 3Y | +140.0% | +45.0% | +95.1% | +111.8% |
| 5Y | -5.1% | +231.0% | -236.0% | -19.3% |
| All | -5.1% | +238.1% | -243.1% | -19.3% |
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