+32.9%
URI vs FANG
+32.3%
+0.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -4.7% |
| 7D | -4.3% | -11.3% | +7.0% | -5.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | -2.1% | -4.2% | +2.0% | -2.5% |
| 6M | +21.9% | -13.5% | +35.4% | +21.9% |
| YTD | +39.7% | +23.7% | +16.0% | +35.3% |
| 1Y | +32.9% | +34.3% | -1.5% | +24.7% |
| All | +32.9% | +32.3% | +0.6% | +24.7% |
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