+199.1%
URI vs FANG
+232.6%
-33.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.1% | +2.9% | -4.9% | -3.1% |
| 30D | -12.4% | +2.6% | -15.0% | -13.3% |
| 3M | -7.3% | +7.6% | -14.8% | -10.4% |
| 6M | +27.2% | +17.3% | +9.9% | +17.4% |
| YTD | +23.0% | +38.7% | -15.7% | +5.6% |
| 1Y | +3.9% | +51.6% | -47.7% | -14.6% |
| 3Y | +121.6% | +50.0% | +71.7% | +79.0% |
| All | +199.1% | +232.6% | -33.4% | +72.1% |
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