+1,046.2%
PLTR vs DLR
+59.3%
+986.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -6.4% | +1.6% | -8.0% | -7.3% |
| 30D | +10.0% | -3.4% | +13.4% | +12.1% |
| 3M | +23.0% | +0.5% | +22.5% | +20.7% |
| 6M | +13.8% | +4.6% | +9.2% | +7.7% |
| YTD | -1.9% | +23.4% | -25.3% | -19.1% |
| 1Y | +11.6% | +19.0% | -7.4% | -6.1% |
| All | +1,046.2% | +59.3% | +986.9% | +658.1% |
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