+1,046.2%
PLTR vs ROL
+7.0%
+1,039.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -6.4% | -1.4% | -5.0% | -6.1% |
| 30D | +10.0% | -4.1% | +14.1% | +11.0% |
| 3M | +23.0% | -22.5% | +45.5% | +29.0% |
| 6M | +13.8% | -37.7% | +51.5% | +24.7% |
| YTD | -1.9% | -39.6% | +37.7% | +8.0% |
| 1Y | +11.6% | -36.0% | +47.7% | +20.7% |
| All | +1,046.2% | +7.0% | +1,039.1% | +940.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling