-75.7%
PATH vs XOP
+156.6%
-232.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.8% | -16.3% |
| 7D | -16.3% | +2.6% | -18.9% | -17.1% |
| 30D | +9.9% | +15.4% | -5.5% | +3.7% |
| 3M | +30.2% | +12.1% | +18.1% | +23.5% |
| 6M | +37.2% | +19.7% | +17.5% | +25.9% |
| YTD | -7.3% | +52.4% | -59.7% | -23.8% |
| 1Y | +40.0% | +47.6% | -7.6% | +16.3% |
| 3Y | -4.4% | +34.4% | -38.8% | -19.1% |
| All | -75.7% | +156.6% | -232.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling