-79.5%
RAM vs RUN
-36.3%
-43.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +12.3% | -44.7% | -35.7% |
| 7D | -49.5% | +30.0% | -79.5% | -56.3% |
| 30D | -63.2% | +27.0% | -90.3% | -67.7% |
| 3M | -58.5% | -5.9% | -52.6% | -50.5% |
| All | -79.5% | -36.3% | -43.2% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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