-69.7%
RAM vs IT
+63.3%
-133.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.5% | -11.8% | -8.9% |
| 7D | -31.3% | -5.5% | -25.8% | -33.5% |
| 30D | -49.4% | +10.3% | -59.7% | -41.9% |
| 3M | -41.4% | +11.5% | -52.9% | -29.5% |
| All | -69.7% | +63.3% | -133.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 6mo: compounded portfolio wealth divided by compounded IT 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…
6mo analysis · Full analysis span regression · Available span rolling