+181.9%
FANG vs DRI
+353.8%
-171.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +2.9% | -3.2% | +6.1% | +4.6% |
| 30D | +2.6% | -7.8% | +10.4% | +6.8% |
| 3M | +7.6% | +0.4% | +7.2% | +6.3% |
| 6M | +17.3% | +4.8% | +12.5% | +11.9% |
| YTD | +38.7% | +16.7% | +21.9% | +23.8% |
| 1Y | +51.6% | +1.5% | +50.2% | +45.0% |
| 3Y | +50.0% | +56.3% | -6.3% | +7.8% |
| 5Y | +237.6% | +66.4% | +171.1% | +124.1% |
| All | +181.9% | +353.8% | -171.9% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling