+286.6%
DOCN vs FANG
+50.3%
+236.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.8% |
| 7D | +26.5% | -0.4% | +26.9% | +26.5% |
| 30D | +2.3% | +2.4% | -0.1% | +2.4% |
| 3M | -21.2% | +4.9% | -26.1% | -21.2% |
| 6M | +130.6% | +12.0% | +118.6% | +126.2% |
| YTD | +175.7% | +37.1% | +138.6% | +178.9% |
| 1Y | +286.6% | +52.3% | +234.3% | +313.3% |
| All | +286.6% | +50.3% | +236.2% | +313.3% |
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 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