-30.9%
NRG vs RAM
-75.8%
+45.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +20.5% | -20.1% | -2.3% |
| 7D | +17.1% | -8.0% | +25.2% | +16.7% |
| 30D | -7.9% | -40.4% | +32.5% | -4.2% |
| 3M | -18.2% | -37.0% | +18.8% | -15.8% |
| All | -30.9% | -75.8% | +45.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling