+358.3%
DELL vs FANG
+52.7%
+305.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.0% |
| 7D | +8.2% | +2.9% | +5.3% | +8.2% |
| 30D | +17.1% | +2.6% | +14.5% | +17.1% |
| 3M | +45.2% | +7.6% | +37.6% | +44.8% |
| 6M | +286.8% | +17.3% | +269.5% | +264.1% |
| YTD | +354.8% | +38.7% | +316.1% | +311.0% |
| 1Y | +358.3% | +51.6% | +306.6% | +316.4% |
| All | +358.3% | +52.7% | +305.6% | +316.4% |
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