+42.9%
FANG vs DRI
+6.9%
+36.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | +0.8% | +0.6% | +0.2% | +0.9% |
| 30D | +7.6% | +3.8% | +3.8% | +8.5% |
| 3M | -1.3% | +13.0% | -14.3% | +1.2% |
| 6M | +14.7% | +8.3% | +6.4% | +17.4% |
| YTD | +34.8% | +20.6% | +14.2% | +40.0% |
| 1Y | +42.9% | +6.5% | +36.5% | +47.7% |
| All | +42.9% | +6.9% | +36.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling