+51.6%
FANG vs DRI
+2.4%
+49.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | 0.0% |
| 7D | +2.9% | -3.2% | +6.1% | +2.3% |
| 30D | +2.6% | -7.8% | +10.4% | +1.2% |
| 3M | +7.6% | +0.4% | +7.2% | +8.2% |
| 6M | +17.3% | +4.8% | +12.5% | +19.4% |
| YTD | +38.7% | +16.7% | +21.9% | +43.0% |
| 1Y | +51.6% | +1.5% | +50.2% | +56.9% |
| All | +51.6% | +2.4% | +49.3% | +56.9% |
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