+10.0%
COST vs RAM
-81.3%
+91.3%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.4% | -0.8% |
| 7D | +4.1% | -37.4% | +41.5% | +1.3% |
| 30D | +12.0% | -62.0% | +74.0% | +6.2% |
| 3M | +11.2% | -52.2% | +63.4% | +7.7% |
| All | +10.0% | -81.3% | +91.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 10y: compounded portfolio wealth divided by compounded RAM 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…
10y analysis · Full analysis span regression · Available span rolling