-40.8%
RDDT vs RAM
-81.3%
+40.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -4.0% | +1.0% |
| 7D | +3.7% | -37.4% | +41.0% | +6.6% |
| 30D | -37.7% | -62.0% | +24.2% | -34.8% |
| 3M | -37.0% | -52.1% | +15.2% | -34.2% |
| All | -40.8% | -81.3% | +40.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 5y: compounded portfolio wealth divided by compounded RAM 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…
5y analysis · Full analysis span regression · Available span rolling