-79.5%
RAM vs ROP
+49.4%
-128.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -0.3% | -32.2% | -33.1% |
| 7D | -49.5% | +9.2% | -58.7% | -35.7% |
| 30D | -63.2% | +35.5% | -98.8% | -16.0% |
| 3M | -58.5% | +24.4% | -82.9% | -26.0% |
| All | -79.5% | +49.4% | -128.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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