+1,692.6%
PLTR vs ROL
+3.5%
+1,689.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | -5.3% | -3.4% | -1.9% | -4.3% |
| 30D | -1.0% | -6.9% | +5.9% | +1.3% |
| 3M | +24.8% | -24.6% | +49.4% | +36.2% |
| 6M | +8.4% | -39.5% | +47.9% | +26.8% |
| YTD | -4.2% | -41.1% | +36.9% | +12.6% |
| 1Y | +9.1% | -37.9% | +47.0% | +25.0% |
| 3Y | +1,025.6% | +0.8% | +1,024.8% | +946.9% |
| 5Y | +565.8% | -4.7% | +570.4% | +490.2% |
| All | +1,692.6% | +3.5% | +1,689.2% | +1,603.8% |
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