-69.7%
RAM vs DTE
-7.5%
-62.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.4% | -12.8% | -5.5% |
| 7D | -31.3% | +4.2% | -35.5% | -25.0% |
| 30D | -49.4% | +10.0% | -59.4% | -39.8% |
| 3M | -41.4% | -2.1% | -39.3% | -45.8% |
| All | -69.7% | -7.5% | -62.2% | -76.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling