+27.5%
SU vs RAM
-75.8%
+103.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +20.5% | -18.7% | +1.7% |
| 7D | -4.3% | -8.0% | +3.8% | -4.2% |
| 30D | -6.2% | -40.4% | +34.3% | -6.7% |
| 3M | +9.7% | -37.0% | +46.7% | +9.0% |
| All | +27.5% | -75.8% | +103.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling