+164.4%
RAMP vs VOO
+802.4%
-638.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | 0.0% | -2.0% | +2.0% | +2.5% |
| 30D | 0.0% | -1.7% | +1.6% | +2.0% |
| 3M | +0.2% | +4.7% | -4.5% | -5.9% |
| 6M | +30.0% | +12.6% | +17.4% | +10.7% |
| YTD | +28.5% | +11.8% | +16.8% | +10.5% |
| 1Y | +42.2% | +17.5% | +24.6% | +14.4% |
| 3Y | +24.6% | +77.0% | -52.4% | -41.0% |
| 5Y | -25.0% | +82.6% | -107.5% | -65.3% |
| 10Y | +48.0% | +320.0% | -271.9% | -77.7% |
| All | +164.4% | +802.4% | -638.0% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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