+47.9%
XOM vs PATH
-8.1%
+56.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| 6M | +14.2% | +30.9% | -16.7% | +16.3% |
| YTD | +43.9% | -20.1% | +64.0% | +41.2% |
| 1Y | +47.9% | -8.1% | +56.0% | +45.6% |
| All | +47.9% | -8.1% | +56.0% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling