+1,588.3%
PLTR vs OUST
-65.5%
+1,653.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.5% | +6.4% | -0.1% |
| 7D | +4.7% | -3.8% | +8.5% | +5.6% |
| 30D | -16.4% | +5.1% | -21.5% | -18.0% |
| 3M | -6.2% | -25.8% | +19.7% | -1.6% |
| 6M | +29.2% | -2.0% | +31.2% | +19.7% |
| YTD | -5.5% | +54.7% | -60.2% | -24.9% |
| 1Y | -2.4% | +48.8% | -51.2% | -22.0% |
| 3Y | +752.3% | +607.8% | +144.5% | +263.3% |
| 5Y | +635.8% | -52.7% | +688.5% | +460.1% |
| All | +1,588.3% | -65.5% | +1,653.8% | +1,428.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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