+11.8%
DOCS vs FANG
+42.6%
-30.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -2.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +21.8% | +7.6% | +14.2% | +20.4% |
| 3M | +27.3% | -1.3% | +28.6% | +27.4% |
| 6M | -0.3% | +14.7% | -15.0% | -3.8% |
| YTD | -40.5% | +34.8% | -75.3% | -44.9% |
| 1Y | -61.5% | +42.9% | -104.5% | -65.0% |
| All | +11.8% | +42.6% | -30.8% | -7.7% |
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