+16.0%
O vs FANG
+232.6%
-216.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.9% | +2.9% | -5.7% | -3.1% |
| 30D | -4.5% | +2.6% | -7.1% | -4.7% |
| 3M | -2.6% | +7.6% | -10.2% | -3.3% |
| 6M | -5.6% | +17.3% | -22.9% | -7.2% |
| YTD | +9.3% | +38.7% | -29.4% | +5.6% |
| 1Y | +4.3% | +51.6% | -47.3% | 0.0% |
| 3Y | +27.4% | +50.0% | -22.5% | +19.9% |
| All | +16.0% | +232.6% | -216.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling