+1,645.9%
PLTR vs XOM
+509.7%
+1,136.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -9.1% | +1.9% | -11.0% | -9.5% |
| 30D | -5.2% | +4.1% | -9.3% | -6.0% |
| 3M | +27.4% | +10.4% | +17.0% | +24.5% |
| 6M | +9.7% | +13.0% | -3.3% | +6.2% |
| YTD | -6.7% | +40.1% | -46.7% | -14.4% |
| 1Y | -0.5% | +51.1% | -51.7% | -10.7% |
| 3Y | +996.2% | +57.7% | +938.5% | +862.9% |
| 5Y | +531.1% | +264.7% | +266.4% | +380.6% |
| All | +1,645.9% | +509.7% | +1,136.2% | +1,060.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 10y: compounded portfolio wealth divided by compounded XOM 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…
10y analysis · Full analysis span regression · 6 months rolling