+87.1%
DOCN vs FANG
+225.3%
-138.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.2% | +12.4% | +12.6% |
| 7D | +16.3% | -1.7% | +18.0% | +16.9% |
| 30D | +2.0% | +6.8% | -4.7% | +0.1% |
| 3M | -25.2% | +1.3% | -26.5% | -25.7% |
| 6M | +132.7% | +11.8% | +120.9% | +122.2% |
| YTD | +163.3% | +35.1% | +128.2% | +136.4% |
| 1Y | +280.3% | +48.9% | +231.4% | +229.3% |
| 3Y | +371.8% | +42.8% | +329.0% | +306.3% |
| 5Y | +87.1% | +230.3% | -143.2% | +22.0% |
| All | +87.1% | +225.3% | -138.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling