+878.0%
SAP vs RBA
+4,003.4%
-3,125.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -0.7% | +4.3% | -4.9% | -1.8% |
| 30D | +11.1% | +16.3% | -5.2% | +6.4% |
| 3M | +17.0% | +1.3% | +15.7% | +16.3% |
| 6M | +34.8% | -11.1% | +45.9% | +38.2% |
| YTD | -2.2% | -8.5% | +6.2% | -1.0% |
| 1Y | -6.4% | -2.1% | -4.3% | -7.1% |
| 3Y | +75.1% | +44.6% | +30.6% | +54.1% |
| 5Y | +69.8% | +36.8% | +33.0% | +48.2% |
| 10Y | +219.8% | +227.3% | -7.5% | +110.7% |
| All | +878.0% | +4,003.4% | -3,125.4% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 all: compounded portfolio wealth divided by compounded RBA 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…
all analysis · Full analysis span regression · 6 months rolling