+490.5%
PLTR vs ROIV
+292.3%
+198.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -3.8% | +14.3% | -18.0% | -6.9% |
| 30D | -19.2% | +16.2% | -35.5% | -22.2% |
| 3M | -3.7% | +15.1% | -18.8% | -7.8% |
| 6M | +22.5% | +44.2% | -21.7% | +10.2% |
| YTD | -5.0% | +89.8% | -94.8% | -20.8% |
| 1Y | -12.8% | +94.6% | -107.4% | -27.8% |
| 3Y | +758.3% | +367.5% | +390.7% | +470.8% |
| 5Y | +649.6% | +421.4% | +228.3% | +308.7% |
| All | +490.5% | +292.3% | +198.2% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling