-69.7%
RAM vs BR
+37.3%
-107.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.0% | -13.3% | -2.6% |
| 7D | -31.3% | +7.0% | -38.2% | -17.3% |
| 30D | -49.4% | +19.0% | -68.4% | -18.3% |
| 3M | -41.4% | +13.1% | -54.5% | -14.0% |
| All | -69.7% | +37.3% | -107.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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