+6.4%
OXY vs FANG
+182.5%
-176.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.8% | +2.9% | -0.1% | +0.6% |
| 30D | +5.5% | +2.6% | +2.8% | +3.4% |
| 3M | +11.3% | +7.6% | +3.7% | +5.2% |
| 6M | +11.6% | +17.3% | -5.7% | -1.3% |
| YTD | +51.6% | +38.7% | +12.9% | +17.9% |
| 1Y | +36.2% | +51.6% | -15.4% | -1.3% |
| 3Y | +1.7% | +50.0% | -48.2% | -27.7% |
| 5Y | +164.5% | +237.6% | -73.1% | -0.3% |
| All | +6.4% | +182.5% | -176.1% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling