-5.7%
DT vs FANG
+32.3%
-38.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.6% |
| 7D | -25.5% | -11.3% | -14.2% | -25.8% |
| 30D | -22.3% | -0.7% | -21.7% | -21.8% |
| 3M | +2.3% | -4.2% | +6.5% | +2.9% |
| 6M | +20.7% | -13.5% | +34.2% | +22.0% |
| YTD | +7.9% | +23.7% | -15.8% | +11.3% |
| 1Y | -5.7% | +34.3% | -40.1% | -9.1% |
| All | -5.7% | +32.3% | -38.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling