+99.6%
DE vs FANG
+232.6%
-133.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.6% | +2.9% | -5.5% | -3.3% |
| 30D | +9.0% | +2.6% | +6.4% | +8.3% |
| 3M | +19.1% | +7.6% | +11.6% | +16.2% |
| 6M | +14.4% | +17.3% | -2.9% | +8.0% |
| YTD | +45.9% | +38.7% | +7.3% | +30.9% |
| 1Y | +43.6% | +51.6% | -8.0% | +24.9% |
| 3Y | +75.9% | +50.0% | +25.9% | +48.0% |
| All | +99.6% | +232.6% | -133.0% | +23.3% |
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