+286.8%
DELL vs FANG
+19.8%
+267.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +11.9% |
| 7D | +8.2% | +2.9% | +5.3% | +9.2% |
| 30D | +17.1% | +2.6% | +14.5% | +18.2% |
| 3M | +45.2% | +7.6% | +37.6% | +48.6% |
| 6M | +286.8% | +17.3% | +269.5% | +302.1% |
| All | +286.8% | +19.8% | +267.0% | +302.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling