-38.0%
DOCS vs FANG
+142.6%
-180.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | 0.0% | -10.8% | +10.8% | +1.5% |
| 30D | +7.8% | -7.3% | +15.0% | +8.7% |
| 3M | +20.0% | -4.7% | +24.7% | +20.2% |
| 6M | +26.5% | -4.5% | +31.1% | +26.1% |
| YTD | -25.8% | +20.5% | -46.3% | -29.6% |
| 1Y | -39.5% | +27.0% | -66.5% | -43.2% |
| 3Y | +60.3% | +27.8% | +32.5% | +47.2% |
| 5Y | -57.0% | +94.0% | -151.1% | -63.7% |
| All | -38.0% | +142.6% | -180.6% | -52.7% |
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 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