+72.3%
XOM vs PATH
-24.3%
+96.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.3% |
| 7D | -9.8% | -5.6% | -4.2% | -9.8% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +9.7% | -5.9% | +15.6% | +9.8% |
| 6M | +8.1% | +21.6% | -13.4% | +7.8% |
| YTD | +40.1% | -20.6% | +60.7% | +40.3% |
| 1Y | +49.6% | -10.6% | +60.2% | +49.0% |
| All | +72.3% | -24.3% | +96.6% | +67.2% |
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