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  • URI vs FANG✓SelectedUSD · FANGURI vs FANG performance historyLatest closeAs of+0.53%09/08
Stock and ETF performance explorer

URI vs FANG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,187.2%
FANG return
+1,373.6%
Excess return
+1,813.6%
Maximum drawdown
-63.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFANGExcessAlpha
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