-5.7%
XLI vs RAM
-73.7%
+68.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | -0.6% |
| 7D | +0.6% | -31.3% | +31.8% | +2.1% |
| 30D | -0.4% | -49.4% | +49.0% | +2.2% |
| 3M | -8.8% | -41.4% | +32.5% | -7.4% |
| All | -5.7% | -73.7% | +68.0% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling