+12.0%
FANG vs DRI
+6.8%
+5.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.0% |
| 7D | -0.4% | -4.8% | +4.4% | -2.0% |
| 30D | +2.4% | -3.9% | +6.3% | +1.3% |
| 3M | +4.9% | +5.1% | -0.2% | +8.2% |
| 6M | +12.0% | +5.5% | +6.5% | +18.0% |
| All | +12.0% | +6.8% | +5.2% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling