+1.7%
RKT vs SAP
+70.5%
-68.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.8% | +3.8% |
| 7D | +17.7% | -0.7% | +18.3% | +18.0% |
| 30D | +31.6% | +11.1% | +20.5% | +24.3% |
| 3M | +13.9% | +17.0% | -3.1% | +4.8% |
| 6M | +2.8% | +34.8% | -32.0% | -13.3% |
| YTD | -22.2% | -2.2% | -20.0% | -22.6% |
| 1Y | -3.5% | -6.4% | +2.9% | -1.3% |
| 3Y | +95.3% | +75.1% | +20.1% | +16.9% |
| All | +1.7% | +70.5% | -68.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling