+1,245.0%
FANG vs DOC
+4.0%
+1,241.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -15.6% | +6.5% | -22.1% | -17.6% |
| 30D | -2.9% | +9.2% | -12.1% | -6.2% |
| 3M | -5.1% | -2.5% | -2.6% | -4.8% |
| 6M | -7.3% | +7.1% | -14.3% | -10.5% |
| YTD | +21.1% | +33.0% | -11.9% | +5.7% |
| 1Y | +30.2% | +23.3% | +6.9% | +17.0% |
| 3Y | +24.7% | +44.9% | -20.2% | +2.8% |
| 5Y | +94.4% | -21.6% | +116.0% | +103.9% |
| 10Y | +156.7% | +17.4% | +139.4% | +141.2% |
| All | +1,245.0% | +4.0% | +1,241.0% | +1,105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling