-47.3%
DOCS vs FANG
+32.3%
-79.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.3% | +5.1% |
| 7D | +1.2% | -11.3% | +12.5% | -1.6% |
| 30D | +21.3% | -0.7% | +22.0% | +21.3% |
| 3M | +58.4% | -4.2% | +62.5% | +58.0% |
| 6M | +39.3% | -13.5% | +52.8% | +37.0% |
| YTD | -21.7% | +23.7% | -45.4% | -14.1% |
| 1Y | -47.3% | +34.3% | -81.7% | -43.0% |
| All | -47.3% | +32.3% | -79.6% | -43.0% |
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 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