+765.0%
PLTR vs DFNS
-100.0%
+865.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.2% | +15.7% | +3.5% |
| 7D | -12.9% | -44.0% | +31.1% | -12.9% |
| 30D | -17.4% | -69.1% | +51.7% | -17.5% |
| 3M | +2.9% | -95.6% | +98.5% | +2.5% |
| 6M | +19.9% | -96.2% | +116.0% | +19.2% |
| YTD | -9.8% | -99.6% | +89.8% | -10.7% |
| 1Y | -8.4% | -99.7% | +91.4% | -9.5% |
| 3Y | +765.0% | -100.0% | +865.0% | +786.1% |
| All | +765.0% | -100.0% | +865.0% | +786.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 3y: compounded portfolio wealth divided by compounded DFNS 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…
3y analysis · Full analysis span regression · 6 months rolling