+222.9%
SAP vs RCL
+396.5%
-173.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.1% |
| 7D | +1.6% | +5.0% | -3.3% | +0.7% |
| 30D | +10.5% | +19.4% | -8.8% | +6.8% |
| 3M | +15.2% | +5.9% | +9.2% | +13.5% |
| 6M | +36.7% | +23.8% | +12.9% | +30.5% |
| YTD | -0.6% | +22.8% | -23.4% | -6.3% |
| 1Y | -4.1% | +34.3% | -38.4% | -11.4% |
| 3Y | +73.2% | +276.4% | -203.2% | +28.7% |
| 5Y | +74.1% | +281.6% | -207.5% | +23.2% |
| 10Y | +222.9% | +379.0% | -156.1% | +113.7% |
| All | +222.9% | +396.5% | -173.6% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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