+50.0%
FANG vs DTE
+43.4%
+6.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +2.9% | -2.6% | +5.5% | +3.4% |
| 30D | +2.6% | -4.4% | +7.0% | +3.5% |
| 3M | +7.6% | -8.3% | +15.9% | +9.3% |
| 6M | +17.3% | -8.1% | +25.4% | +18.9% |
| YTD | +38.7% | +4.4% | +34.3% | +35.8% |
| 1Y | +51.6% | +0.2% | +51.5% | +49.8% |
| 3Y | +50.0% | +42.6% | +7.3% | +34.8% |
| All | +50.0% | +43.4% | +6.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling