-78.4%
RAM vs NTRS
-1.5%
-76.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +3.5% |
| 7D | -37.4% | +2.1% | -39.5% | -37.6% |
| 30D | -62.0% | +2.7% | -64.7% | -61.9% |
| 3M | -52.1% | -5.7% | -46.4% | -45.2% |
| All | -78.4% | -1.5% | -76.9% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · Available span rolling