-74.0%
DOCS vs FANG
+225.3%
-299.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.4% |
| 7D | -7.3% | -1.7% | -5.6% | -7.1% |
| 30D | -10.9% | +6.8% | -17.6% | -11.8% |
| 3M | +20.3% | +1.3% | +19.0% | +19.7% |
| 6M | -3.6% | +11.8% | -15.4% | -6.1% |
| YTD | -44.9% | +35.1% | -79.9% | -48.3% |
| 1Y | -64.9% | +48.9% | -113.8% | -67.7% |
| 3Y | +7.6% | +42.8% | -35.2% | -2.3% |
| 5Y | -74.0% | +230.3% | -304.2% | -76.2% |
| All | -74.0% | +225.3% | -299.3% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling