+20.7%
EXPE vs RAM
-73.7%
+94.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -10.3% | +20.9% | +9.3% |
| 7D | +14.6% | -31.3% | +45.9% | +10.7% |
| 30D | +21.4% | -49.4% | +70.8% | +15.0% |
| 3M | +1.4% | -41.4% | +42.8% | -1.9% |
| All | +20.7% | -73.7% | +94.4% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling