+1,422.9%
FANG vs DAR
+299.9%
+1,123.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.4% | +7.4% | -5.0% | -1.4% |
| 3M | +4.9% | +15.7% | -10.8% | -2.6% |
| 6M | +12.0% | +30.0% | -18.0% | -2.1% |
| YTD | +37.1% | +87.5% | -50.4% | +0.2% |
| 1Y | +52.3% | +113.4% | -61.1% | +3.3% |
| 3Y | +45.0% | +15.3% | +29.6% | +23.8% |
| 5Y | +231.0% | -4.3% | +235.3% | +196.8% |
| 10Y | +177.5% | +380.2% | -202.7% | +10.2% |
| All | +1,422.9% | +299.9% | +1,123.0% | +573.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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