+52.6%
DOCS vs FANG
+23.0%
+29.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.8% | -15.6% | +14.9% | +1.1% |
| 30D | +17.4% | -2.9% | +20.3% | +17.5% |
| 3M | +57.4% | -5.1% | +62.5% | +57.5% |
| 6M | +26.5% | -7.3% | +33.8% | +26.5% |
| YTD | -26.6% | +21.1% | -47.7% | -31.5% |
| 1Y | -48.1% | +30.2% | -78.2% | -52.6% |
| 3Y | +52.6% | +24.7% | +27.9% | +27.7% |
| All | +52.6% | +23.0% | +29.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling