+959.1%
DE vs FANG
+1,412.9%
-453.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | +9.0% | +2.6% | +6.4% | +8.4% |
| 3M | +19.1% | +7.6% | +11.6% | +16.8% |
| 6M | +14.4% | +17.3% | -2.9% | +9.5% |
| YTD | +45.9% | +38.7% | +7.3% | +34.7% |
| 1Y | +43.6% | +51.6% | -8.0% | +29.7% |
| 3Y | +75.9% | +50.0% | +25.9% | +56.4% |
| 5Y | +98.8% | +237.6% | -138.8% | +47.0% |
| 10Y | +861.4% | +180.7% | +680.7% | +529.7% |
| All | +959.1% | +1,412.9% | -453.7% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling