+1,511.9%
PLTR vs OUST
-64.1%
+1,576.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +0.3% |
| 7D | -12.9% | +17.0% | -29.9% | -16.3% |
| 30D | -17.4% | -16.5% | -0.9% | -14.7% |
| 3M | +2.9% | -23.7% | +26.5% | +6.9% |
| 6M | +19.9% | +18.4% | +1.5% | +4.3% |
| YTD | -9.8% | +60.8% | -70.6% | -28.8% |
| 1Y | -8.4% | +44.2% | -52.6% | -26.0% |
| 3Y | +765.0% | +668.1% | +96.9% | +260.2% |
| 5Y | +516.8% | -48.8% | +565.7% | +362.9% |
| All | +1,511.9% | -64.1% | +1,576.0% | +1,348.2% |
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