+826.1%
PLTR vs DLR
+53.1%
+773.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +3.6% |
| 7D | -5.1% | +2.4% | -7.5% | -6.2% |
| 30D | -19.1% | +0.7% | -19.8% | -19.3% |
| 3M | -1.6% | -6.4% | +4.8% | +1.6% |
| 6M | +22.8% | -6.5% | +29.3% | +25.7% |
| YTD | -4.8% | +18.8% | -23.6% | -19.3% |
| 1Y | -4.9% | +9.0% | -14.0% | -13.8% |
| 3Y | +826.1% | +54.5% | +771.6% | +524.3% |
| All | +826.1% | +53.1% | +773.0% | +524.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling