+104.7%
FANG vs DOC
-20.4%
+125.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -1.0% | +1.0% | -2.1% | -1.2% |
| 30D | -7.2% | +8.1% | -15.4% | -8.7% |
| 3M | -9.8% | +0.9% | -10.7% | -10.1% |
| 6M | -6.7% | +6.3% | -13.0% | -8.5% |
| YTD | +22.4% | +33.8% | -11.3% | +11.9% |
| 1Y | +25.1% | +21.6% | +3.5% | +17.8% |
| 3Y | +28.1% | +53.4% | -25.3% | +10.3% |
| 5Y | +104.7% | -21.0% | +125.7% | +138.6% |
| All | +104.7% | -20.4% | +125.1% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling