+597.7%
PLTR vs DLR
+36.4%
+561.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +3.1% |
| 7D | -5.1% | +2.4% | -7.5% | -6.5% |
| 30D | -19.1% | +0.7% | -19.8% | -19.4% |
| 3M | -1.6% | -6.4% | +4.8% | +2.3% |
| 6M | +22.8% | -6.5% | +29.3% | +25.5% |
| YTD | -4.8% | +18.8% | -23.6% | -20.4% |
| 1Y | -4.9% | +9.0% | -14.0% | -14.8% |
| 3Y | +826.1% | +54.5% | +771.6% | +510.3% |
| 5Y | +597.7% | +35.8% | +561.9% | +399.7% |
| All | +597.7% | +36.4% | +561.4% | +399.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling