+73.1%
XOP vs PLUG
-97.2%
+170.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.7% |
| 7D | +0.5% | -6.8% | +7.3% | +1.1% |
| 30D | -7.3% | -16.0% | +8.8% | -5.9% |
| 3M | +1.4% | -38.7% | +40.1% | +6.1% |
| 6M | +7.8% | -61.4% | +69.1% | +17.3% |
| YTD | +44.5% | -31.0% | +75.5% | +45.5% |
| 1Y | +37.0% | -46.2% | +83.3% | +41.0% |
| 3Y | +40.8% | -61.5% | +102.3% | +32.9% |
| 5Y | +88.7% | -96.9% | +185.5% | +121.3% |
| 10Y | +49.9% | -7.5% | +57.3% | +5.8% |
| All | +73.1% | -97.2% | +170.3% | +15.6% |
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