+865.7%
RAMP vs SPY
+3,059.5%
-2,193.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.6% |
| 7D | -0.1% | -0.4% | +0.3% | +0.3% |
| 30D | 0.0% | -1.4% | +1.4% | +1.5% |
| 3M | +0.6% | +3.7% | -3.1% | -3.8% |
| 6M | +27.2% | +13.0% | +14.2% | +10.1% |
| YTD | +28.6% | +12.4% | +16.2% | +12.0% |
| 1Y | +38.5% | +18.5% | +19.9% | +13.6% |
| 3Y | +24.7% | +77.6% | -53.0% | -34.9% |
| 5Y | -24.5% | +81.7% | -106.2% | -60.7% |
| 10Y | +48.1% | +319.7% | -271.6% | -68.0% |
| All | +865.7% | +3,059.5% | -2,193.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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 · 6 months rolling