+1,684.5%
PLTR vs RIG
+588.0%
+1,096.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | 0.0% | -8.2% | +8.2% | +2.0% |
| 30D | -3.3% | -0.2% | -3.1% | -3.4% |
| 3M | +28.4% | -2.7% | +31.1% | +28.4% |
| 6M | +8.4% | -7.5% | +15.8% | +9.0% |
| YTD | -4.6% | +38.3% | -42.9% | -13.5% |
| 1Y | +4.4% | +81.8% | -77.4% | -11.9% |
| 3Y | +1,020.5% | -30.2% | +1,050.7% | +1,017.5% |
| 5Y | +548.8% | +59.9% | +488.9% | +389.7% |
| All | +1,684.5% | +588.0% | +1,096.6% | +903.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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