-79.5%
RAM vs FDS
+55.8%
-135.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -0.5% | -32.0% | -33.3% |
| 7D | -49.5% | +6.4% | -55.9% | -42.6% |
| 30D | -63.2% | +25.2% | -88.4% | -42.8% |
| 3M | -58.5% | +22.9% | -81.4% | -36.3% |
| All | -79.5% | +55.8% | -135.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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