+1,668.3%
PLTR vs ROL
+15.7%
+1,652.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.8% |
| 7D | +4.7% | +3.0% | +1.8% | +3.8% |
| 30D | -16.4% | +19.8% | -36.2% | -21.1% |
| 3M | -6.2% | +7.9% | -14.1% | -8.7% |
| 6M | +29.2% | -25.6% | +54.8% | +41.1% |
| YTD | -5.5% | -34.1% | +28.7% | +6.9% |
| 1Y | -2.4% | -31.4% | +29.0% | +8.6% |
| 3Y | +752.3% | +4.7% | +747.6% | +686.5% |
| 5Y | +635.8% | +15.6% | +620.2% | +523.2% |
| All | +1,668.3% | +15.7% | +1,652.6% | +1,517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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