-24.1%
RKT vs SAP
+61.1%
-85.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.0% | -5.0% |
| 7D | -7.5% | -3.9% | -3.6% | -5.7% |
| 30D | +26.6% | +6.5% | +20.1% | +22.6% |
| 3M | -2.4% | +14.7% | -17.1% | -9.0% |
| 6M | -7.4% | +39.9% | -47.3% | -22.7% |
| YTD | -29.2% | -2.0% | -27.2% | -29.8% |
| 1Y | -23.5% | -6.0% | -17.5% | -22.4% |
| 3Y | +73.9% | +67.7% | +6.2% | +17.9% |
| 5Y | -6.6% | +78.8% | -85.4% | -43.4% |
| All | -24.1% | +61.1% | -85.2% | -47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling