-79.5%
RAM vs RNG
+112.6%
-192.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -4.7% | -27.8% | -34.5% |
| 7D | -49.5% | -11.2% | -38.3% | -53.1% |
| 30D | -63.2% | -3.8% | -59.5% | -64.4% |
| 3M | -58.5% | +21.1% | -79.6% | -48.5% |
| All | -79.5% | +112.6% | -192.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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