+67.0%
XOP vs PLUG
-97.1%
+164.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -1.0% |
| 7D | -14.7% | +5.8% | -20.6% | -15.3% |
| 30D | -7.7% | -18.5% | +10.9% | -6.0% |
| 3M | +4.4% | -30.0% | +34.4% | +7.8% |
| 6M | +3.5% | -56.2% | +59.7% | +11.2% |
| YTD | +39.4% | -26.4% | +65.8% | +39.5% |
| 1Y | +39.8% | -42.2% | +82.0% | +42.8% |
| 3Y | +29.7% | -76.8% | +106.5% | +28.1% |
| 5Y | +78.6% | -96.2% | +174.8% | +105.2% |
| 10Y | +51.8% | +2.1% | +49.7% | +6.0% |
| All | +67.0% | -97.1% | +164.0% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling