+826.1%
PLTR vs RIG
-23.7%
+849.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | -5.1% | -17.0% | +11.9% | -1.4% |
| 30D | -19.1% | -6.2% | -12.9% | -18.1% |
| 3M | -1.6% | -1.7% | +0.1% | -2.2% |
| 6M | +22.8% | -19.2% | +42.0% | +26.9% |
| YTD | -4.8% | +25.2% | -30.0% | -12.5% |
| 1Y | -4.9% | +29.9% | -34.8% | -13.5% |
| 3Y | +826.1% | -21.3% | +847.4% | +813.0% |
| All | +826.1% | -23.7% | +849.9% | +813.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling