-20.0%
RKT vs SAP
+60.9%
-80.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.1% |
| 7D | +4.6% | +1.5% | +3.1% | +3.8% |
| 30D | +25.9% | +8.8% | +17.0% | +20.5% |
| 3M | +5.0% | +12.1% | -7.1% | -0.9% |
| 6M | -7.9% | +34.6% | -42.5% | -21.6% |
| YTD | -25.4% | -2.1% | -23.3% | -26.0% |
| 1Y | -15.4% | -5.5% | -9.9% | -14.3% |
| 3Y | +83.3% | +67.4% | +15.9% | +24.3% |
| 5Y | -0.8% | +74.6% | -75.4% | -39.3% |
| All | -20.0% | +60.9% | -80.9% | -44.2% |
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