+1,422.9%
FANG vs DRI
+561.2%
+861.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -0.4% | -4.8% | +4.4% | +2.1% |
| 30D | +2.4% | -3.9% | +6.3% | +4.1% |
| 3M | +4.9% | +5.1% | -0.2% | +1.2% |
| 6M | +12.0% | +5.5% | +6.5% | +6.8% |
| YTD | +37.1% | +16.5% | +20.6% | +23.3% |
| 1Y | +52.3% | +2.0% | +50.3% | +45.6% |
| 3Y | +45.0% | +54.5% | -9.5% | +7.0% |
| 5Y | +231.0% | +66.6% | +164.4% | +125.6% |
| 10Y | +177.5% | +353.6% | -176.2% | +8.5% |
| All | +1,422.9% | +561.2% | +861.7% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling