-69.7%
RAM vs XE
-51.6%
-18.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.5% | -1.9% | -4.0% |
| 7D | -31.3% | -12.9% | -18.4% | -23.3% |
| 30D | -49.4% | -30.3% | -19.1% | -34.7% |
| 3M | -41.4% | -45.9% | +4.5% | -20.8% |
| All | -69.7% | -51.6% | -18.1% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling