-79.5%
RAM vs TRU
+23.7%
-103.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | +0.9% | -33.4% | -30.9% |
| 7D | -49.5% | +9.8% | -59.3% | -40.2% |
| 30D | -63.2% | +30.7% | -94.0% | -40.8% |
| 3M | -58.5% | +3.8% | -62.3% | -59.9% |
| All | -79.5% | +23.7% | -103.3% | -59.2% |
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