+70.5%
DOCN vs FANG
+201.0%
-130.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | -19.2% | -15.6% | -3.5% | -15.7% |
| 30D | -43.1% | -2.9% | -40.1% | -42.8% |
| 3M | -40.7% | -5.1% | -35.6% | -40.4% |
| 6M | -55.0% | -7.3% | -47.7% | -54.6% |
| YTD | +50.6% | +21.1% | +29.5% | +39.4% |
| 1Y | +54.0% | +30.2% | +23.8% | +39.3% |
| 3Y | +203.9% | +24.7% | +179.2% | +173.3% |
| 5Y | -29.4% | +94.4% | -123.7% | -43.9% |
| All | +70.5% | +201.0% | -130.4% | +20.1% |
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