-41.4%
RAM vs P
+36.3%
-77.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.0% | -5.3% | -6.8% |
| 7D | -31.3% | -19.4% | -11.9% | -20.0% |
| 30D | -49.4% | -22.3% | -27.1% | -39.7% |
| 3M | -41.4% | +33.2% | -74.6% | -42.4% |
| All | -41.4% | +36.3% | -77.7% | -42.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling