-37.4%
NRG vs RAM
-81.3%
+43.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.3% | +4.3% | +8.9% |
| 7D | -7.6% | -37.4% | +29.7% | -3.0% |
| 30D | -18.3% | -62.0% | +43.7% | -10.1% |
| 3M | -25.5% | -52.1% | +26.7% | -20.3% |
| All | -37.4% | -81.3% | +43.9% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling