-10.2%
DOW vs FANG
+161.8%
-172.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -4.1% | +2.4% | -6.5% | -4.9% |
| 3M | -12.4% | +5.1% | -17.5% | -14.0% |
| 6M | -10.6% | +16.4% | -27.0% | -15.2% |
| YTD | +31.1% | +39.0% | -7.9% | +16.8% |
| 1Y | +30.5% | +50.6% | -20.1% | +13.0% |
| 3Y | -34.4% | +46.9% | -81.3% | -43.6% |
| 5Y | -35.5% | +238.2% | -273.7% | -59.5% |
| All | -10.2% | +161.8% | -172.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling