+565.8%
PLTR vs ROST
+111.1%
+454.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -5.3% | +0.2% | -5.6% | -5.5% |
| 30D | -1.0% | -10.0% | +9.0% | +4.8% |
| 3M | +24.8% | +1.2% | +23.6% | +22.5% |
| 6M | +8.4% | +8.9% | -0.6% | +0.4% |
| YTD | -4.2% | +28.1% | -32.3% | -20.1% |
| 1Y | +9.1% | +53.0% | -43.9% | -19.3% |
| 3Y | +1,025.6% | +97.9% | +927.7% | +574.3% |
| 5Y | +565.8% | +112.0% | +453.8% | +253.2% |
| All | +565.8% | +111.1% | +454.7% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling