+26.0%
FANG vs DOC
+54.0%
-28.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -7.4% | +4.3% | -11.8% | -7.7% |
| 30D | -7.3% | +9.2% | -16.5% | -8.1% |
| 3M | -10.0% | -0.8% | -9.2% | -9.9% |
| 6M | -4.6% | +7.1% | -11.7% | -5.7% |
| YTD | +20.5% | +34.0% | -13.5% | +13.0% |
| 1Y | +26.0% | +23.2% | +2.8% | +21.2% |
| 3Y | +26.0% | +53.6% | -27.6% | +15.3% |
| All | +26.0% | +54.0% | -28.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling