-99.9%
DFNS vs FANG
+536.5%
-636.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.6% |
| 7D | -3.3% | +1.2% | -4.5% | -3.3% |
| 30D | -73.1% | +2.4% | -75.5% | -73.1% |
| 3M | -71.4% | +5.1% | -76.4% | -71.3% |
| 6M | -93.8% | +16.4% | -110.3% | -93.9% |
| YTD | -98.0% | +39.0% | -137.0% | -98.1% |
| 1Y | -98.2% | +50.6% | -148.8% | -98.2% |
| 3Y | -99.9% | +46.9% | -146.8% | -99.9% |
| 5Y | -99.9% | +238.2% | -338.1% | -99.9% |
| All | -99.9% | +536.5% | -636.4% | -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 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