+72.9%
XOM vs PATH
-24.4%
+97.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -11.4% | -5.3% | -6.1% | -11.4% |
| 30D | +1.1% | -0.5% | +1.6% | +1.1% |
| 3M | +7.8% | -7.1% | +15.0% | +7.9% |
| 6M | +13.0% | +23.8% | -10.8% | +12.6% |
| YTD | +40.6% | -20.7% | +61.3% | +40.8% |
| 1Y | +49.1% | -8.1% | +57.1% | +48.3% |
| 3Y | +72.9% | -21.8% | +94.7% | +67.8% |
| All | +72.9% | -24.4% | +97.3% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling