+608.9%
PLTR vs OSCR
-9.0%
+617.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.5% |
| 6M | +10.3% | +144.6% | -134.2% | -9.7% |
| YTD | -5.9% | +128.0% | -134.0% | -22.2% |
| 1Y | +1.7% | +68.7% | -66.9% | -12.6% |
| 3Y | +959.1% | +398.8% | +560.3% | +494.7% |
| 5Y | +536.3% | +87.3% | +449.1% | +277.3% |
| All | +608.9% | -9.0% | +617.9% | +429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling