+1,400.5%
FANG vs COO
+178.4%
+1,222.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.3% |
| 7D | -1.7% | -2.3% | +0.6% | -0.9% |
| 30D | +6.8% | -8.8% | +15.6% | +10.6% |
| 3M | +1.3% | +1.3% | -0.1% | 0.0% |
| 6M | +11.8% | -11.6% | +23.4% | +15.8% |
| YTD | +35.1% | -17.4% | +52.5% | +43.6% |
| 1Y | +48.9% | -1.6% | +50.5% | +45.9% |
| 3Y | +42.8% | -22.6% | +65.5% | +48.5% |
| 5Y | +230.3% | -40.3% | +270.6% | +280.2% |
| 10Y | +167.0% | +45.2% | +121.8% | +100.6% |
| All | +1,400.5% | +178.4% | +1,222.1% | +712.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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