+774.7%
PLTR vs RIO
+55.4%
+719.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.0% |
| 3M | -1.5% | -14.0% | +12.6% | +4.3% |
| 6M | +25.9% | -19.5% | +45.5% | +36.5% |
| YTD | -3.0% | +11.5% | -14.5% | -9.5% |
| 1Y | -9.7% | +26.9% | -36.7% | -20.5% |
| All | +774.7% | +55.4% | +719.3% | +554.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling