-26.6%
RKT vs SAP
-19.8%
-6.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | -2.9% | +5.0% | +3.2% |
| 30D | +1.4% | +9.0% | -7.6% | -1.6% |
| 3M | +6.3% | +14.9% | -8.7% | +1.0% |
| 6M | -15.5% | +11.9% | -27.4% | -19.5% |
| YTD | -27.4% | -9.9% | -17.5% | -26.2% |
| 1Y | -26.6% | -19.5% | -7.0% | -23.9% |
| All | -26.6% | -19.8% | -6.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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 · 6 months rolling