-41.4%
RAM vs EAT
-0.8%
-40.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.3% | -16.6% | -11.6% |
| 7D | -31.3% | -0.1% | -31.1% | -30.8% |
| 30D | -49.4% | +13.5% | -62.9% | -50.5% |
| 3M | -41.4% | +1.0% | -42.4% | -42.1% |
| All | -41.4% | -0.8% | -40.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3mo: compounded portfolio wealth divided by compounded EAT 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…
3mo analysis · Full analysis span regression · Available span rolling