-98.3%
DFNS vs FANG
+43.7%
-142.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -1.1% |
| 7D | -16.0% | +0.8% | -16.8% | -15.2% |
| 30D | -77.7% | +7.6% | -85.3% | -76.1% |
| 3M | -77.2% | -1.3% | -75.9% | -76.8% |
| 6M | -95.2% | +14.7% | -109.8% | -95.4% |
| YTD | -98.0% | +34.8% | -132.8% | -98.3% |
| 1Y | -98.3% | +42.9% | -141.2% | -98.5% |
| All | -98.3% | +43.7% | -142.0% | -98.5% |
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