-37.8%
RGTI vs RAM
-79.9%
+42.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -4.7% |
| 7D | +9.6% | -31.6% | +41.2% | +20.4% |
| 30D | -13.4% | -54.8% | +41.4% | +5.3% |
| 3M | -31.2% | -44.9% | +13.7% | -22.8% |
| All | -37.8% | -79.9% | +42.1% | -20.4% |
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