-70.9%
RAM vs SKDD
-36.8%
-34.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +28.6% | -61.0% | -9.0% |
| 7D | -49.5% | +60.6% | -110.0% | -16.1% |
| 30D | -63.2% | +76.2% | -139.5% | -25.1% |
| 3M | -58.5% | -4.6% | -53.9% | -36.2% |
| All | -70.9% | -36.8% | -34.1% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling