-37.1%
DOCS vs FANG
+153.5%
-190.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +2.6% | +4.0% | -1.5% | +2.0% |
| 30D | +11.4% | -5.8% | +17.2% | +12.1% |
| 3M | +25.4% | -6.7% | +32.1% | +26.2% |
| 6M | +42.5% | -6.4% | +49.0% | +42.8% |
| YTD | -24.7% | +25.9% | -50.6% | -29.1% |
| 1Y | -32.9% | +31.1% | -64.1% | -37.4% |
| 3Y | +39.6% | +31.3% | +8.3% | +27.7% |
| 5Y | -54.6% | +108.3% | -162.9% | -62.0% |
| All | -37.1% | +153.5% | -190.6% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling