-79.5%
RAM vs XE
-56.7%
-22.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -10.4% | -22.0% | -23.8% |
| 7D | -49.5% | -23.1% | -26.4% | -35.6% |
| 30D | -63.2% | -41.7% | -21.5% | -43.7% |
| 3M | -58.5% | -52.8% | -5.7% | -34.3% |
| All | -79.5% | -56.7% | -22.8% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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