+192.8%
O vs FANG
+1,395.6%
-1,202.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -2.4% | +2.4% | -4.8% | -2.8% |
| 3M | -0.6% | +4.9% | -5.5% | -1.4% |
| 6M | -5.0% | +12.0% | -17.0% | -6.8% |
| YTD | +10.4% | +37.1% | -26.7% | +5.3% |
| 1Y | +6.6% | +52.3% | -45.7% | +0.2% |
| 3Y | +28.4% | +45.0% | -16.6% | +19.4% |
| 5Y | +15.3% | +231.0% | -215.7% | -6.4% |
| 10Y | +55.3% | +177.5% | -122.2% | +4.4% |
| All | +192.8% | +1,395.6% | -1,202.8% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling