-54.4%
DOCS vs FANG
+176.0%
-230.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -8.1% | -0.4% | -7.7% | -8.0% |
| 30D | -5.6% | +2.4% | -8.0% | -6.0% |
| 3M | +18.3% | +4.9% | +13.4% | +17.0% |
| 6M | -5.1% | +12.0% | -17.1% | -7.6% |
| YTD | -45.4% | +37.1% | -82.5% | -49.0% |
| 1Y | -65.2% | +52.3% | -117.5% | -68.2% |
| 3Y | +6.6% | +45.0% | -38.3% | -3.7% |
| 5Y | -76.1% | +231.0% | -307.1% | -81.1% |
| All | -54.4% | +176.0% | -230.3% | -65.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling