-32.6%
RKT vs SAP
-19.9%
-12.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +6.0% | -0.3% | +6.2% | +6.1% |
| 30D | +0.7% | +2.6% | -1.9% | -0.2% |
| 3M | +11.8% | +16.3% | -4.4% | +5.8% |
| 6M | -7.6% | +6.4% | -14.0% | -10.6% |
| YTD | -28.7% | -11.4% | -17.2% | -27.0% |
| 1Y | -32.6% | -20.4% | -12.2% | -29.3% |
| All | -32.6% | -19.9% | -12.6% | -29.3% |
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