-41.4%
RAM vs ESI
-13.5%
-27.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.6% | -5.7% | -1.0% |
| 7D | -31.3% | -6.6% | -24.7% | -20.3% |
| 30D | -49.4% | -10.9% | -38.4% | -35.2% |
| 3M | -41.4% | -13.8% | -27.6% | -12.5% |
| All | -41.4% | -13.5% | -27.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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