+59.8%
ON vs FANG
+232.6%
-172.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | +2.9% | -0.5% | +1.2% |
| 30D | -8.6% | +2.6% | -11.2% | -9.6% |
| 3M | -34.3% | +7.6% | -41.9% | -36.6% |
| 6M | +28.5% | +17.3% | +11.2% | +18.9% |
| YTD | +40.6% | +38.7% | +1.9% | +20.4% |
| 1Y | +55.3% | +51.6% | +3.7% | +27.3% |
| 3Y | -22.2% | +50.0% | -72.1% | -37.6% |
| All | +59.8% | +232.6% | -172.8% | +0.1% |
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