+1,684.5%
PLTR vs ROK
+111.5%
+1,573.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -3.3% | -1.8% | -1.5% | -2.5% |
| 3M | +28.4% | -7.2% | +35.5% | +30.3% |
| 6M | +8.4% | +14.2% | -5.8% | -5.4% |
| YTD | -4.6% | +10.6% | -15.2% | -15.7% |
| 1Y | +4.4% | +25.9% | -21.5% | -15.2% |
| 3Y | +1,020.5% | +50.8% | +969.7% | +675.3% |
| 5Y | +548.8% | +47.0% | +501.7% | +306.9% |
| All | +1,684.5% | +111.5% | +1,573.0% | +1,001.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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