+47.6%
XOP vs FANG
+43.7%
+3.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.0% |
| 30D | +15.4% | +7.6% | +7.8% | +9.1% |
| 3M | +12.1% | -1.3% | +13.4% | +12.9% |
| 6M | +19.7% | +14.7% | +5.0% | +7.2% |
| YTD | +52.4% | +34.8% | +17.6% | +20.3% |
| 1Y | +47.6% | +42.9% | +4.6% | +10.7% |
| All | +47.6% | +43.7% | +3.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling