+11.6%
PLTR vs RMBS
+16.3%
-4.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.6% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +10.0% | -12.2% | +22.2% | +11.3% |
| 3M | +23.0% | -49.5% | +72.6% | +28.4% |
| 6M | +13.8% | -7.1% | +20.9% | +9.3% |
| YTD | -1.9% | -7.0% | +5.1% | -9.3% |
| 1Y | +11.6% | +13.3% | -1.7% | +8.0% |
| All | +11.6% | +16.3% | -4.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling