-69.7%
RAM vs TRU
+22.6%
-92.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.6% | -14.9% | -3.1% |
| 7D | -31.3% | +10.5% | -41.8% | -18.3% |
| 30D | -49.4% | +28.7% | -78.1% | -21.2% |
| 3M | -41.4% | +0.7% | -42.0% | -48.5% |
| All | -69.7% | +22.6% | -92.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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