-79.5%
RAM vs ELF
+71.6%
-151.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -3.3% | -29.1% | -31.8% |
| 7D | -49.5% | -2.7% | -46.7% | -49.0% |
| 30D | -63.2% | +6.9% | -70.1% | -62.8% |
| 3M | -58.5% | +27.2% | -85.7% | -56.6% |
| All | -79.5% | +71.6% | -151.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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