+1,186.3%
URI vs FANG
+182.5%
+1,003.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.1% | +2.9% | -4.9% | -3.2% |
| 30D | -12.4% | +2.6% | -15.0% | -13.4% |
| 3M | -7.3% | +7.6% | -14.8% | -10.8% |
| 6M | +27.2% | +17.3% | +9.9% | +16.8% |
| YTD | +23.0% | +38.7% | -15.7% | +4.8% |
| 1Y | +3.9% | +51.6% | -47.7% | -15.2% |
| 3Y | +121.6% | +50.0% | +71.7% | +77.5% |
| 5Y | +201.1% | +237.6% | -36.5% | +64.2% |
| All | +1,186.3% | +182.5% | +1,003.8% | +486.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling