+164.6%
DOCN vs FANG
+235.0%
-70.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.3% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -9.6% | +7.6% | -17.2% | -11.4% |
| 3M | -37.7% | -1.3% | -36.4% | -37.7% |
| 6M | +115.2% | +14.7% | +100.5% | +104.9% |
| YTD | +133.7% | +34.8% | +98.9% | +111.9% |
| 1Y | +250.2% | +42.9% | +207.2% | +210.6% |
| 3Y | +320.3% | +43.8% | +276.5% | +266.8% |
| 5Y | +53.1% | +225.8% | -172.7% | +9.9% |
| All | +164.6% | +235.0% | -70.4% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling