+765.0%
PLTR vs RL
+240.1%
+525.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.1% |
| 7D | -12.9% | -4.2% | -8.7% | -11.2% |
| 30D | -17.4% | +4.3% | -21.7% | -18.7% |
| 3M | +2.9% | -4.6% | +7.5% | +4.8% |
| 6M | +19.9% | +1.7% | +18.2% | +16.9% |
| YTD | -9.8% | +7.3% | -17.1% | -15.9% |
| 1Y | -8.4% | +20.8% | -29.2% | -20.4% |
| 3Y | +765.0% | +247.0% | +518.1% | +341.7% |
| All | +765.0% | +240.1% | +525.0% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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