+212.2%
DOCN vs FANG
+240.8%
-28.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.3% |
| 7D | +26.5% | -0.4% | +26.9% | +26.6% |
| 30D | +2.3% | +2.4% | -0.1% | +1.6% |
| 3M | -21.2% | +4.9% | -26.1% | -22.4% |
| 6M | +130.6% | +12.0% | +118.6% | +121.0% |
| YTD | +175.7% | +37.1% | +138.6% | +148.9% |
| 1Y | +286.6% | +52.3% | +234.3% | +236.9% |
| 3Y | +394.1% | +45.0% | +349.2% | +330.3% |
| 5Y | +92.1% | +231.0% | -138.9% | +37.3% |
| All | +212.2% | +240.8% | -28.6% | +114.4% |
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