+284.6%
EOG vs FANG
+1,416.0%
-1,131.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.3% |
| 30D | +2.8% | +2.4% | +0.4% | +1.3% |
| 3M | +5.9% | +5.1% | +0.8% | +2.8% |
| 6M | +17.1% | +16.4% | +0.6% | +6.3% |
| YTD | +43.9% | +39.0% | +5.0% | +17.0% |
| 1Y | +26.9% | +50.6% | -23.7% | -2.3% |
| 3Y | +23.6% | +46.9% | -23.4% | -5.6% |
| 5Y | +178.1% | +238.2% | -60.1% | +29.1% |
| 10Y | +119.8% | +181.3% | -61.5% | -5.2% |
| All | +284.6% | +1,416.0% | -1,131.4% | -10.0% |
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