+261.0%
XOM vs PATH
-80.2%
+341.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -8.3% | -2.7% | -5.6% | -8.3% |
| 30D | -2.5% | -3.7% | +1.2% | -2.4% |
| 3M | +8.3% | -13.8% | +22.1% | +8.6% |
| 6M | +15.5% | +20.3% | -4.8% | +14.6% |
| YTD | +39.6% | -20.8% | +60.4% | +39.9% |
| 1Y | +44.6% | -9.2% | +53.8% | +44.0% |
| 3Y | +76.6% | -21.8% | +98.3% | +73.8% |
| 5Y | +195.8% | -77.4% | +273.2% | +190.6% |
| All | +261.0% | -80.2% | +341.2% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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