-2.2%
PLTR vs DRAM
-30.7%
+28.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -18.0% | +8.2% | -5.6% |
| 7D | -21.1% | -28.5% | +7.4% | -16.1% |
| 30D | -19.3% | -37.8% | +18.5% | -16.1% |
| 3M | -2.2% | -31.1% | +29.0% | +3.0% |
| All | -2.2% | -30.7% | +28.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 3mo: compounded portfolio wealth divided by compounded DRAM 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…
3mo analysis · Full analysis span regression · Available span rolling