+11.7%
XOP vs FANG
+1,416.0%
-1,404.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.7% |
| 7D | +1.6% | +1.2% | +0.4% | +0.8% |
| 30D | +9.6% | +2.4% | +7.2% | +7.8% |
| 3M | +16.9% | +5.1% | +11.9% | +12.9% |
| 6M | +24.0% | +16.4% | +7.6% | +11.5% |
| YTD | +56.2% | +39.0% | +17.2% | +24.3% |
| 1Y | +51.8% | +50.6% | +1.2% | +14.4% |
| 3Y | +37.0% | +46.9% | -10.0% | +3.4% |
| 5Y | +163.4% | +238.2% | -74.9% | +15.5% |
| 10Y | +56.6% | +181.3% | -124.6% | -33.6% |
| All | +11.7% | +1,416.0% | -1,404.2% | -73.7% |
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 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