-69.7%
RAM vs RVMD
+17.1%
-86.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.8% | -13.1% | -13.5% |
| 7D | -31.3% | +5.8% | -37.1% | -36.0% |
| 30D | -49.4% | -3.8% | -45.5% | -46.3% |
| 3M | -41.4% | +3.2% | -44.6% | -51.1% |
| All | -69.7% | +17.1% | -86.8% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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