+379.4%
DLR vs FANG
+1,416.0%
-1,036.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.0% |
| 7D | -1.3% | +1.2% | -2.5% | -1.4% |
| 30D | -2.9% | +2.4% | -5.2% | -3.0% |
| 3M | +3.2% | +5.1% | -1.9% | +2.9% |
| 6M | +3.9% | +16.4% | -12.5% | +2.8% |
| YTD | +21.4% | +39.0% | -17.5% | +18.8% |
| 1Y | +9.7% | +50.6% | -40.9% | +6.8% |
| 3Y | +56.5% | +46.9% | +9.6% | +52.0% |
| 5Y | +41.5% | +238.2% | -196.7% | +31.5% |
| 10Y | +171.3% | +181.3% | -10.0% | +144.3% |
| All | +379.4% | +1,416.0% | -1,036.6% | +262.0% |
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