+1,668.3%
PLTR vs RIG
+567.5%
+1,100.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.0% |
| 7D | +4.7% | +5.7% | -1.0% | +3.4% |
| 30D | -16.4% | -0.7% | -15.7% | -16.5% |
| 3M | -6.2% | -3.1% | -3.0% | -6.3% |
| 6M | +29.2% | -16.3% | +45.5% | +32.6% |
| YTD | -5.5% | +34.1% | -39.6% | -14.3% |
| 1Y | -2.4% | +38.2% | -40.6% | -12.3% |
| 3Y | +752.3% | -15.3% | +767.6% | +708.6% |
| 5Y | +635.8% | +62.5% | +573.4% | +454.6% |
| All | +1,668.3% | +567.5% | +1,100.8% | +894.8% |
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