+106.0%
FANG vs DOC
-21.4%
+127.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | -5.8% | +7.7% | -13.5% | -7.2% |
| 3M | -6.7% | -2.0% | -4.7% | -6.5% |
| 6M | -6.4% | +5.9% | -12.3% | -8.1% |
| YTD | +25.9% | +31.8% | -5.9% | +15.4% |
| 1Y | +31.1% | +22.5% | +8.6% | +22.9% |
| 3Y | +31.3% | +54.7% | -23.4% | +12.5% |
| All | +106.0% | -21.4% | +127.4% | +140.1% |
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 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