-62.4%
RAM vs SKDD
-52.1%
-10.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.2% | -11.5% | -0.1% |
| 7D | +29.0% | -24.2% | +53.1% | +8.8% |
| 30D | -39.4% | +0.1% | -39.5% | -18.7% |
| 3M | -48.0% | -20.8% | -27.2% | -30.4% |
| All | -62.4% | -52.1% | -10.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 10y: compounded portfolio wealth divided by compounded SKDD 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…
10y analysis · Full analysis span regression · Available span rolling