+262.3%
XOM vs PATH
-80.1%
+342.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.3% |
| 7D | -9.8% | -5.6% | -4.2% | -9.7% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +9.7% | -5.9% | +15.6% | +9.7% |
| 6M | +8.1% | +21.6% | -13.4% | +7.3% |
| YTD | +40.1% | -20.6% | +60.7% | +40.4% |
| 1Y | +49.6% | -10.6% | +60.2% | +49.0% |
| 3Y | +69.3% | -24.9% | +94.1% | +66.9% |
| 5Y | +202.9% | -76.8% | +279.8% | +197.5% |
| All | +262.3% | -80.1% | +342.4% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling