-79.5%
RAM vs S
+41.9%
-121.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -8.8% | -23.6% | -30.7% |
| 7D | -49.5% | -16.7% | -32.8% | -48.2% |
| 30D | -63.2% | -17.0% | -46.3% | -63.4% |
| 3M | -58.5% | +2.0% | -60.5% | -54.0% |
| All | -79.5% | +41.9% | -121.4% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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