-41.4%
RAM vs XME
-9.0%
-32.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.0% | -9.3% | -8.7% |
| 7D | -31.3% | -5.5% | -25.8% | -24.4% |
| 30D | -49.4% | -11.1% | -38.3% | -39.7% |
| 3M | -41.4% | -11.1% | -30.2% | -27.1% |
| All | -41.4% | -9.0% | -32.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3mo: compounded portfolio wealth divided by compounded XME 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…
3mo analysis · Full analysis span regression · Available span rolling