+1,097.4%
ON vs FANG
+1,416.0%
-318.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.6% |
| 7D | -4.7% | +1.2% | -5.9% | -5.1% |
| 30D | -13.5% | +2.4% | -15.9% | -14.2% |
| 3M | -36.3% | +5.1% | -41.4% | -37.8% |
| 6M | +17.8% | +16.4% | +1.3% | +10.6% |
| YTD | +29.6% | +39.0% | -9.4% | +14.0% |
| 1Y | +45.8% | +50.6% | -4.8% | +24.3% |
| 3Y | -28.3% | +46.9% | -75.3% | -39.2% |
| 5Y | +49.6% | +238.2% | -188.6% | -5.9% |
| 10Y | +583.9% | +181.3% | +402.7% | +244.7% |
| All | +1,097.4% | +1,416.0% | -318.5% | +336.3% |
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