+120.1%
DRAM vs PANW
+110.7%
+9.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.0% |
| 7D | +11.0% | -6.9% | +17.9% | +13.4% |
| 30D | +20.8% | -7.4% | +28.1% | +23.2% |
| 3M | +1.0% | +26.5% | -25.6% | -9.1% |
| All | +120.1% | +110.7% | +9.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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 · Available span rolling