-69.7%
RAM vs LEN
+4.0%
-73.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +7.1% | -17.4% | -7.4% |
| 7D | -31.3% | +10.5% | -41.7% | -28.5% |
| 30D | -49.4% | +24.6% | -74.0% | -46.9% |
| 3M | -41.4% | +6.6% | -48.0% | -38.4% |
| All | -69.7% | +4.0% | -73.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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