+34.3%
FANG vs DG
+45.3%
-10.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.5% | -13.4% | -3.8% |
| 7D | -11.3% | +12.3% | -23.6% | -9.9% |
| 30D | -0.7% | +19.3% | -19.9% | +1.4% |
| 3M | -4.2% | +11.9% | -16.0% | -2.8% |
| 6M | -13.5% | +25.0% | -38.4% | -11.0% |
| YTD | +23.7% | +8.7% | +15.0% | +26.6% |
| 1Y | +34.3% | +44.7% | -10.4% | +36.1% |
| All | +34.3% | +45.3% | -10.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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