+248.3%
XOM vs PATH
-76.4%
+324.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.6% | +14.9% | -1.2% |
| 7D | +1.8% | -16.3% | +18.1% | +2.3% |
| 30D | +5.9% | +9.9% | -4.1% | +5.5% |
| 3M | +5.6% | +30.2% | -24.6% | +4.6% |
| 6M | +7.9% | +37.2% | -29.4% | +6.5% |
| YTD | +35.2% | -7.3% | +42.5% | +35.0% |
| 1Y | +46.0% | +40.0% | +6.0% | +42.4% |
| 3Y | +55.0% | -4.4% | +59.4% | +51.1% |
| All | +248.3% | -76.4% | +324.8% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling