+1,714.7%
PLTR vs RIO
+122.2%
+1,592.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -17.5% | -9.9% | -7.6% | -14.4% |
| 3M | -1.5% | -14.0% | +12.6% | +3.7% |
| 6M | +25.9% | -19.5% | +45.5% | +35.3% |
| YTD | -3.0% | +11.5% | -14.5% | -7.9% |
| 1Y | -9.7% | +26.9% | -36.7% | -18.3% |
| 3Y | +776.5% | +55.1% | +721.3% | +627.7% |
| 5Y | +649.9% | +90.7% | +559.2% | +498.9% |
| All | +1,714.7% | +122.2% | +1,592.6% | +1,224.0% |
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