+54.8%
ON vs FANG
+43.7%
+11.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +2.4% | +0.8% | +1.7% | +2.4% |
| 30D | -3.3% | +7.6% | -10.9% | -3.7% |
| 3M | -43.6% | -1.3% | -42.3% | -43.3% |
| 6M | +19.0% | +14.7% | +4.3% | +18.1% |
| YTD | +37.4% | +34.8% | +2.6% | +34.6% |
| 1Y | +54.8% | +42.9% | +11.8% | +50.5% |
| All | +54.8% | +43.7% | +11.0% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling