-76.9%
RAM vs MKTX
+41.2%
-118.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -31.6% | +0.1% | -31.7% | -31.6% |
| 30D | -54.8% | +0.8% | -55.6% | -55.0% |
| 3M | -44.9% | +2.6% | -47.5% | -45.7% |
| All | -76.9% | +41.2% | -118.1% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · Available span rolling