+1,692.6%
PLTR vs RMBS
+531.5%
+1,161.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | -5.3% | +3.0% | -8.3% | -6.4% |
| 30D | -1.0% | -14.4% | +13.4% | +3.9% |
| 3M | +24.8% | -42.8% | +67.6% | +48.1% |
| 6M | +8.4% | -1.4% | +9.8% | -3.1% |
| YTD | -4.2% | -5.4% | +1.3% | -17.1% |
| 1Y | +9.1% | +18.6% | -9.5% | -18.1% |
| 3Y | +1,025.6% | +57.3% | +968.3% | +539.1% |
| 5Y | +565.8% | +265.7% | +300.1% | +105.6% |
| All | +1,692.6% | +531.5% | +1,161.2% | +432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling