-99.9%
DFNS vs FANG
+232.6%
-332.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.6% |
| 7D | -6.3% | +2.9% | -9.2% | -6.0% |
| 30D | -74.0% | +2.6% | -76.6% | -73.9% |
| 3M | -70.1% | +7.6% | -77.7% | -70.1% |
| 6M | -93.9% | +17.3% | -111.2% | -93.9% |
| YTD | -98.1% | +38.7% | -136.8% | -98.1% |
| 1Y | -98.3% | +51.6% | -149.9% | -98.3% |
| 3Y | -99.9% | +50.0% | -149.8% | -99.9% |
| All | -99.9% | +232.6% | -332.5% | -99.9% |
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