+86.2%
DOCN vs FANG
+26.9%
+59.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +3.4% |
| 7D | +27.4% | +2.1% | +25.3% | +27.5% |
| 30D | -29.7% | -7.5% | -22.3% | -30.3% |
| 3M | -32.5% | -8.2% | -24.3% | -33.0% |
| 6M | -42.2% | -6.4% | -35.7% | -43.0% |
| YTD | +87.2% | +24.1% | +63.1% | +85.5% |
| 1Y | +86.2% | +28.5% | +57.7% | +80.7% |
| All | +86.2% | +26.9% | +59.3% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling