-69.3%
RAM vs SKDD
-41.0%
-28.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.7% | +12.0% | -0.1% |
| 7D | -37.4% | +29.2% | -66.6% | -14.1% |
| 30D | -62.0% | +57.2% | -119.1% | -29.0% |
| 3M | -52.1% | -19.0% | -33.2% | -35.9% |
| All | -69.3% | -41.0% | -28.3% | -29.9% |
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