+32.3%
DIS vs FANG
+45.6%
-13.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +2.2% | +2.4% | -0.2% | +1.7% |
| 3M | +8.1% | +5.1% | +3.1% | +6.8% |
| 6M | +5.2% | +16.4% | -11.2% | +0.3% |
| YTD | -6.3% | +39.0% | -45.2% | -15.1% |
| 1Y | -7.3% | +50.6% | -57.9% | -18.3% |
| All | +32.3% | +45.6% | -13.3% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling