+50.0%
FANG vs DG
+4.6%
+45.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.1% |
| 7D | +2.9% | -6.5% | +9.4% | +2.5% |
| 30D | +2.6% | +4.2% | -1.5% | +2.9% |
| 3M | +7.6% | +9.5% | -1.9% | +8.2% |
| 6M | +17.3% | -13.1% | +30.5% | +17.3% |
| YTD | +38.7% | -4.8% | +43.5% | +39.0% |
| 1Y | +51.6% | +20.6% | +31.0% | +53.1% |
| 3Y | +50.0% | +4.9% | +45.0% | +41.7% |
| All | +50.0% | +4.6% | +45.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling