+547.4%
PLTR vs OSCR
+96.8%
+450.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | -2.2% | +10.7% | -12.9% | -4.3% |
| 3M | +27.6% | +13.4% | +14.2% | +23.6% |
| 6M | +10.3% | +144.6% | -134.2% | -9.6% |
| YTD | -5.9% | +128.0% | -134.0% | -22.1% |
| 1Y | +1.7% | +68.7% | -66.9% | -12.5% |
| 3Y | +959.1% | +398.8% | +560.3% | +489.3% |
| All | +547.4% | +96.8% | +450.6% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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