+461.0%
PLTR vs ROIV
+270.3%
+190.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +1.9% |
| 7D | -12.9% | +5.3% | -18.2% | -14.0% |
| 30D | -17.4% | +11.9% | -29.3% | -19.6% |
| 3M | +2.9% | +10.7% | -7.8% | -0.6% |
| 6M | +19.9% | +34.9% | -15.0% | +9.6% |
| YTD | -9.8% | +79.2% | -88.9% | -23.7% |
| 1Y | -8.4% | +89.0% | -97.4% | -23.6% |
| 3Y | +765.0% | +337.3% | +427.7% | +484.7% |
| 5Y | +516.8% | +402.3% | +114.5% | +242.2% |
| All | +461.0% | +270.3% | +190.7% | +256.3% |
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