+1,714.7%
PLTR vs ROST
+180.3%
+1,534.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | -17.5% | +6.8% | -24.3% | -19.9% |
| 3M | -1.5% | -4.0% | +2.5% | -0.1% |
| 6M | +25.9% | +12.9% | +13.0% | +17.6% |
| YTD | -3.0% | +34.7% | -37.8% | -17.0% |
| 1Y | -9.7% | +49.5% | -59.2% | -26.6% |
| 3Y | +776.5% | +101.5% | +675.0% | +507.0% |
| 5Y | +649.9% | +120.7% | +529.2% | +355.3% |
| All | +1,714.7% | +180.3% | +1,534.4% | +985.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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