-11.2%
XLK vs RAM
-82.2%
+71.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -32.5% | +24.5% | -3.0% |
| 7D | -14.0% | -49.5% | +35.5% | -5.6% |
| 30D | -19.6% | -63.2% | +43.6% | -8.6% |
| 3M | -12.6% | -58.5% | +45.9% | -3.4% |
| All | -11.2% | -82.2% | +71.0% | +3.5% |
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 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