+272.1%
XOM vs PATH
-80.0%
+352.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | -2.5% | -1.1% | -1.3% | -2.5% |
| 3M | +7.0% | -14.2% | +21.1% | +7.3% |
| 6M | +14.2% | +30.9% | -16.7% | +13.1% |
| YTD | +43.9% | -20.1% | +64.0% | +44.2% |
| 1Y | +47.9% | -8.1% | +56.0% | +47.2% |
| 3Y | +80.6% | -24.3% | +104.9% | +78.1% |
| 5Y | +212.8% | -75.6% | +288.4% | +206.9% |
| All | +272.1% | -80.0% | +352.1% | +267.9% |
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