-2.4%
PLTR vs RMBS
-18.4%
+16.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | +4.7% | +10.3% | -5.6% | +3.6% |
| 30D | -16.4% | -10.7% | -5.7% | -15.7% |
| 3M | -6.2% | -17.2% | +11.1% | -5.1% |
| 6M | +29.2% | -39.0% | +68.2% | +30.3% |
| YTD | -5.5% | -10.5% | +5.0% | -12.4% |
| 1Y | -2.4% | -11.0% | +8.6% | -9.5% |
| All | -2.4% | -18.4% | +16.0% | -9.5% |
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