+1,668.3%
PLTR vs ROK
+99.8%
+1,568.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +4.7% | +7.1% | -2.3% | +1.0% |
| 30D | -16.4% | -5.0% | -11.5% | -14.2% |
| 3M | -6.2% | -9.4% | +3.2% | -1.4% |
| 6M | +29.2% | -11.0% | +40.2% | +33.3% |
| YTD | -5.5% | +4.4% | -9.9% | -14.1% |
| 1Y | -2.4% | +7.4% | -9.8% | -12.8% |
| 3Y | +752.3% | +61.0% | +691.3% | +457.8% |
| 5Y | +635.8% | +30.4% | +605.5% | +379.4% |
| All | +1,668.3% | +99.8% | +1,568.5% | +1,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling