+155.1%
XOP vs PLUG
-91.8%
+246.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.1% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | +15.4% | +3.3% | +12.1% | +15.0% |
| 3M | +12.1% | -39.7% | +51.8% | +16.0% |
| 6M | +19.7% | -12.5% | +32.2% | +19.3% |
| YTD | +52.4% | +10.2% | +42.2% | +48.1% |
| 1Y | +47.6% | +50.7% | -3.1% | +37.1% |
| 3Y | +34.4% | -74.5% | +108.9% | +37.3% |
| All | +155.1% | -91.8% | +246.9% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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