+752.3%
PLTR vs ROST
+94.3%
+658.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.4% |
| 7D | +4.7% | +0.3% | +4.5% | +4.7% |
| 30D | -16.4% | +0.5% | -16.9% | -16.5% |
| 3M | -6.2% | -5.2% | -0.9% | -4.7% |
| 6M | +29.2% | +9.8% | +19.3% | +23.0% |
| YTD | -5.5% | +29.4% | -34.9% | -16.7% |
| 1Y | -2.4% | +44.4% | -46.8% | -18.2% |
| 3Y | +752.3% | +95.0% | +657.3% | +493.1% |
| All | +752.3% | +94.3% | +658.0% | +493.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling