+1,440.5%
FANG vs DTE
+308.2%
+1,132.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.5% |
| 7D | +2.9% | -2.6% | +5.5% | +4.3% |
| 30D | +2.6% | -4.4% | +7.0% | +5.1% |
| 3M | +7.6% | -8.3% | +15.9% | +12.5% |
| 6M | +17.3% | -8.1% | +25.4% | +21.7% |
| YTD | +38.7% | +4.4% | +34.3% | +33.7% |
| 1Y | +51.6% | +0.2% | +51.5% | +49.3% |
| 3Y | +50.0% | +42.6% | +7.3% | +17.1% |
| 5Y | +237.6% | +31.5% | +206.1% | +171.0% |
| 10Y | +180.7% | +138.2% | +42.4% | +76.8% |
| All | +1,440.5% | +308.2% | +1,132.3% | +635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling