+1,588.2%
PLTR vs ORCL
+112.8%
+1,475.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | -12.9% | -11.2% | -1.7% | -8.3% |
| 30D | -17.4% | -18.8% | +1.4% | -10.1% |
| 3M | +2.9% | -18.8% | +21.6% | +11.0% |
| 6M | +19.9% | -39.7% | +59.6% | +46.5% |
| YTD | -9.8% | -39.6% | +29.9% | +8.6% |
| 1Y | -8.4% | -51.7% | +43.4% | +21.4% |
| 3Y | +765.0% | +10.2% | +754.8% | +574.8% |
| 5Y | +516.8% | +30.8% | +486.0% | +286.4% |
| All | +1,588.2% | +112.8% | +1,475.4% | +1,061.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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