-69.7%
RAM vs URA
-28.0%
-41.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.1% | -9.3% | -8.0% |
| 7D | -31.3% | -10.5% | -20.7% | -10.7% |
| 30D | -49.4% | -18.6% | -30.7% | -19.7% |
| 3M | -41.4% | -23.0% | -18.3% | -6.4% |
| All | -69.7% | -28.0% | -41.7% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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