+565.8%
PLTR vs RIO
+97.3%
+468.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -5.3% | +1.9% | -7.3% | -6.2% |
| 30D | -1.0% | +5.0% | -5.9% | -3.3% |
| 3M | +24.8% | +5.1% | +19.7% | +21.7% |
| 6M | +8.4% | +17.6% | -9.3% | -0.4% |
| YTD | -4.2% | +36.3% | -40.5% | -17.8% |
| 1Y | +9.1% | +71.2% | -62.1% | -15.7% |
| 3Y | +1,025.6% | +102.7% | +922.9% | +690.3% |
| 5Y | +565.8% | +99.6% | +466.2% | +349.1% |
| All | +565.8% | +97.3% | +468.5% | +349.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling