+176.5%
DLR vs FANG
+182.5%
-6.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | -4.3% | +2.6% | -6.9% | -4.4% |
| 3M | +3.8% | +7.6% | -3.7% | +3.4% |
| 6M | +5.8% | +17.3% | -11.5% | +4.7% |
| YTD | +23.5% | +38.7% | -15.1% | +21.0% |
| 1Y | +11.1% | +51.6% | -40.6% | +8.2% |
| 3Y | +57.9% | +50.0% | +7.9% | +53.3% |
| 5Y | +44.0% | +237.6% | -193.6% | +34.8% |
| All | +176.5% | +182.5% | -6.0% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling