+1,684.5%
PLTR vs RIO
+171.2%
+1,513.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | +1.0% | -0.9% | -0.3% |
| 30D | -3.3% | +4.0% | -7.3% | -4.8% |
| 3M | +28.4% | +4.5% | +23.8% | +26.0% |
| 6M | +8.4% | +17.3% | -9.0% | +1.3% |
| YTD | -4.6% | +36.2% | -40.8% | -15.6% |
| 1Y | +4.4% | +76.1% | -71.7% | -15.8% |
| 3Y | +1,020.5% | +102.5% | +918.0% | +750.4% |
| 5Y | +548.8% | +103.5% | +445.3% | +383.0% |
| All | +1,684.5% | +171.2% | +1,513.3% | +1,113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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