+1,684.5%
PLTR vs DLR
+55.1%
+1,629.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | 0.0% | +2.9% | -2.9% | -1.7% |
| 30D | -3.3% | -1.2% | -2.1% | -2.8% |
| 3M | +28.4% | +2.9% | +25.4% | +23.6% |
| 6M | +8.4% | +6.7% | +1.7% | +1.3% |
| YTD | -4.6% | +23.9% | -28.5% | -20.6% |
| 1Y | +4.4% | +18.6% | -14.2% | -10.8% |
| 3Y | +1,020.5% | +59.7% | +960.8% | +671.3% |
| 5Y | +548.8% | +42.1% | +506.7% | +364.4% |
| All | +1,684.5% | +55.1% | +1,629.4% | +1,055.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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