+181.9%
FANG vs DTE
+137.8%
+44.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | +2.9% | -2.6% | +5.5% | +4.5% |
| 30D | +2.6% | -4.4% | +7.0% | +5.3% |
| 3M | +7.6% | -8.3% | +15.9% | +12.9% |
| 6M | +17.3% | -8.1% | +25.4% | +22.1% |
| YTD | +38.7% | +4.4% | +34.3% | +33.1% |
| 1Y | +51.6% | +0.2% | +51.5% | +49.0% |
| 3Y | +50.0% | +42.6% | +7.3% | +13.6% |
| 5Y | +237.6% | +31.5% | +206.1% | +162.8% |
| All | +181.9% | +137.8% | +44.1% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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