+13.9%
VRSK vs RAM
-81.3%
+95.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -2.4% |
| 7D | +4.2% | -37.4% | +41.6% | -1.4% |
| 30D | +21.3% | -62.0% | +83.3% | +8.6% |
| 3M | +8.1% | -52.1% | +60.3% | +1.3% |
| All | +13.9% | -81.3% | +95.2% | -0.2% |
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