+1,440.5%
FANG vs DG
+193.8%
+1,246.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +2.9% | -6.5% | +9.4% | +3.4% |
| 30D | +2.6% | +4.2% | -1.5% | +2.3% |
| 3M | +7.6% | +9.5% | -1.9% | +6.7% |
| 6M | +17.3% | -13.1% | +30.5% | +18.4% |
| YTD | +38.7% | -4.8% | +43.5% | +38.7% |
| 1Y | +51.6% | +20.6% | +31.0% | +48.1% |
| 3Y | +50.0% | +4.9% | +45.0% | +45.6% |
| 5Y | +237.6% | -37.9% | +275.4% | +251.0% |
| 10Y | +180.7% | +102.2% | +78.5% | +128.3% |
| All | +1,440.5% | +193.8% | +1,246.7% | +980.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling