+3,187.2%
URI vs FANG
+1,373.6%
+1,813.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.5% | -1.7% | +4.3% | +3.2% |
| 30D | -12.5% | +6.8% | -19.3% | -15.0% |
| 3M | -6.2% | +1.3% | -7.5% | -7.5% |
| 6M | +25.9% | +11.8% | +14.1% | +18.2% |
| YTD | +26.2% | +35.1% | -8.9% | +9.2% |
| 1Y | +5.5% | +48.9% | -43.4% | -12.8% |
| 3Y | +125.0% | +42.8% | +82.2% | +85.0% |
| 5Y | +210.4% | +230.3% | -19.9% | +74.5% |
| 10Y | +1,157.2% | +167.0% | +990.2% | +503.7% |
| All | +3,187.2% | +1,373.6% | +1,813.6% | +850.8% |
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