+82.5%
XOP vs PLUG
-95.6%
+178.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 3M | +12.1% | -39.7% | +51.8% | +17.5% |
| 6M | +19.7% | -12.5% | +32.2% | +19.3% |
| YTD | +52.4% | +10.2% | +42.2% | +46.8% |
| 1Y | +47.6% | +50.7% | -3.1% | +34.3% |
| 3Y | +34.4% | -74.5% | +108.9% | +31.8% |
| 5Y | +154.4% | -91.8% | +246.2% | +168.7% |
| 10Y | +54.7% | +43.7% | +11.0% | +4.4% |
| All | +82.5% | -95.6% | +178.1% | +16.6% |
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