-79.5%
RAM vs DTE
-9.3%
-70.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -1.9% | -30.5% | -35.3% |
| 7D | -49.5% | +0.3% | -49.7% | -49.0% |
| 30D | -63.2% | +5.2% | -68.4% | -59.3% |
| 3M | -58.5% | -2.5% | -55.9% | -61.3% |
| All | -79.5% | -9.3% | -70.3% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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