-69.7%
RAM vs DGX
+29.9%
-99.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +3.5% | -13.8% | -6.6% |
| 7D | -31.3% | +4.1% | -35.4% | -27.7% |
| 30D | -49.4% | +10.5% | -59.9% | -43.2% |
| 3M | -41.4% | +9.8% | -51.2% | -34.6% |
| All | -69.7% | +29.9% | -99.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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