+225.6%
FANG vs DRI
+65.5%
+160.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +2.9% | -3.2% | +6.1% | +3.6% |
| 30D | +2.6% | -7.8% | +10.4% | +4.4% |
| 3M | +7.6% | +0.4% | +7.2% | +7.1% |
| 6M | +17.3% | +4.8% | +12.5% | +15.1% |
| YTD | +38.7% | +16.7% | +21.9% | +31.4% |
| 1Y | +51.6% | +1.5% | +50.2% | +49.6% |
| 3Y | +50.0% | +56.3% | -6.3% | +28.2% |
| All | +225.6% | +65.5% | +160.1% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling