+1,735.1%
PLTR vs ROST
+167.5%
+1,567.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -6.4% | +0.9% | -7.4% | -6.8% |
| 30D | +10.0% | -8.9% | +18.9% | +14.3% |
| 3M | +23.0% | -0.8% | +23.9% | +22.5% |
| 6M | +13.8% | +8.5% | +5.3% | +7.9% |
| YTD | -1.9% | +28.6% | -30.5% | -14.2% |
| 1Y | +11.6% | +52.3% | -40.7% | -10.1% |
| 3Y | +1,048.4% | +94.8% | +953.6% | +709.2% |
| 5Y | +554.4% | +110.8% | +443.6% | +305.6% |
| All | +1,735.1% | +167.5% | +1,567.5% | +1,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling