+8.3%
DIS vs FANG
+32.3%
-24.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +3.5% |
| 7D | +9.1% | -11.3% | +20.4% | +7.4% |
| 30D | +14.8% | -0.7% | +15.5% | +14.6% |
| 3M | +21.2% | -4.2% | +25.3% | +20.5% |
| 6M | +18.3% | -13.5% | +31.8% | +17.3% |
| YTD | +5.4% | +23.7% | -18.4% | -0.1% |
| 1Y | +8.3% | +34.3% | -26.1% | -1.7% |
| All | +8.3% | +32.3% | -24.0% | -1.7% |
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