+139.2%
DIS vs FANG
+1,373.6%
-1,234.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +0.1% | +6.8% | -6.6% | -1.2% |
| 3M | +7.1% | +1.3% | +5.8% | +6.4% |
| 6M | +4.3% | +11.8% | -7.5% | +0.9% |
| YTD | -6.9% | +35.1% | -42.0% | -13.4% |
| 1Y | -10.3% | +48.9% | -59.3% | -18.3% |
| 3Y | +32.8% | +42.8% | -10.0% | +20.3% |
| 5Y | -41.5% | +230.3% | -271.8% | -55.9% |
| 10Y | +21.2% | +167.0% | -145.8% | -20.9% |
| All | +139.2% | +1,373.6% | -1,234.4% | +18.6% |
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 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