-55.0%
DOCN vs FANG
-9.0%
-46.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.5% |
| 7D | -19.2% | -15.6% | -3.5% | -18.8% |
| 30D | -43.1% | -2.9% | -40.1% | -43.3% |
| 3M | -40.7% | -5.1% | -35.6% | -42.0% |
| 6M | -55.0% | -7.3% | -47.7% | -55.4% |
| All | -55.0% | -9.0% | -46.0% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling