-69.7%
RAM vs DG
+24.3%
-94.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +8.5% | -18.8% | +6.2% |
| 7D | -31.3% | +12.3% | -43.5% | -11.4% |
| 30D | -49.4% | +19.3% | -68.7% | -23.4% |
| 3M | -41.4% | +11.9% | -53.2% | -24.2% |
| All | -69.7% | +24.3% | -94.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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