+1,652.1%
PLTR vs OUST
-62.4%
+1,714.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.9% |
| 7D | -6.4% | +5.2% | -11.6% | -7.6% |
| 30D | +10.0% | -19.3% | +29.3% | +14.6% |
| 3M | +23.0% | -22.6% | +45.7% | +24.0% |
| 6M | +13.8% | +62.8% | -49.0% | -8.3% |
| YTD | -1.9% | +68.3% | -70.3% | -22.3% |
| 1Y | +11.6% | +28.5% | -16.9% | -8.0% |
| 3Y | +1,048.4% | +554.0% | +494.4% | +406.5% |
| 5Y | +554.4% | -56.2% | +610.6% | +406.0% |
| All | +1,652.1% | -62.4% | +1,714.5% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling