+46.1%
DE vs FANG
+32.3%
+13.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.8% |
| 7D | +5.6% | -11.3% | +16.9% | +6.2% |
| 30D | -0.8% | -0.7% | -0.2% | -0.7% |
| 3M | +9.8% | -4.2% | +14.0% | +10.5% |
| 6M | +17.5% | -13.5% | +31.0% | +19.8% |
| YTD | +46.5% | +23.7% | +22.7% | +35.7% |
| 1Y | +46.1% | +34.3% | +11.8% | +38.3% |
| All | +46.1% | +32.3% | +13.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling