-69.7%
RAM vs ET
+3.7%
-73.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.5% | -6.9% | -12.5% |
| 7D | -31.3% | -6.0% | -25.2% | -34.5% |
| 30D | -49.4% | -6.1% | -43.3% | -53.5% |
| 3M | -41.4% | -2.7% | -38.7% | -39.2% |
| All | -69.7% | +3.7% | -73.4% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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