-69.7%
RAM vs P
+54.7%
-124.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.0% | -5.3% | -4.7% |
| 7D | -31.3% | -19.4% | -11.9% | -11.8% |
| 30D | -49.4% | -22.3% | -27.1% | -32.2% |
| 3M | -41.4% | +33.2% | -74.6% | -70.0% |
| All | -69.7% | +54.7% | -124.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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