+423.8%
DIA vs FANG
+1,412.9%
-989.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | +2.9% | -4.4% | -2.0% |
| 30D | -2.0% | +2.6% | -4.7% | -2.5% |
| 3M | +3.6% | +7.6% | -4.0% | +2.2% |
| 6M | +11.5% | +17.3% | -5.8% | +8.0% |
| YTD | +10.4% | +38.7% | -28.3% | +3.8% |
| 1Y | +15.6% | +51.6% | -36.1% | +7.0% |
| 3Y | +58.9% | +50.0% | +8.9% | +45.2% |
| 5Y | +65.3% | +237.6% | -172.2% | +29.9% |
| 10Y | +252.2% | +180.7% | +71.5% | +148.4% |
| All | +423.8% | +1,412.9% | -989.1% | +197.5% |
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 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