-41.9%
RAM vs XHB
-6.5%
-35.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +1.0% | +12.0% | +11.6% |
| 7D | +13.3% | -1.3% | +14.6% | +15.1% |
| 30D | +17.8% | -6.9% | +24.7% | +30.0% |
| All | -41.9% | -6.5% | -35.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · Available span rolling