+121.6%
URI vs FANG
+45.6%
+76.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.2% | -4.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -13.4% | +2.4% | -15.7% | -14.1% |
| 3M | -6.2% | +5.1% | -11.3% | -8.2% |
| 6M | +28.0% | +16.4% | +11.6% | +19.0% |
| YTD | +23.0% | +39.0% | -16.0% | +5.8% |
| 1Y | +5.5% | +50.6% | -45.1% | -13.0% |
| All | +121.6% | +45.6% | +76.1% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling