-7.7%
DIS vs FANG
+52.7%
-60.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.2% | +2.9% | -1.7% | +1.5% |
| 30D | +3.2% | +2.6% | +0.6% | +3.5% |
| 3M | +7.0% | +7.6% | -0.6% | +7.7% |
| 6M | +6.4% | +17.3% | -10.9% | +4.7% |
| YTD | -5.6% | +38.7% | -44.3% | -9.3% |
| 1Y | -7.7% | +51.6% | -59.3% | -12.6% |
| All | -7.7% | +52.7% | -60.3% | -12.6% |
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