+138.7%
FANG vs DOC
+21.1%
+117.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -10.8% | +5.9% | -16.7% | -12.8% |
| 30D | -7.3% | +10.3% | -17.5% | -11.0% |
| 3M | -4.7% | -2.2% | -2.5% | -4.4% |
| 6M | -4.5% | +8.2% | -12.7% | -8.6% |
| YTD | +20.5% | +35.4% | -14.8% | +2.7% |
| 1Y | +27.0% | +23.6% | +3.4% | +12.6% |
| 3Y | +27.8% | +57.3% | -29.4% | -1.5% |
| 5Y | +94.0% | -19.6% | +113.6% | +104.5% |
| 10Y | +138.7% | +20.8% | +117.9% | +143.1% |
| All | +138.7% | +21.1% | +117.6% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling