+224.0%
SAP vs RCL
+381.8%
-157.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | +1.5% | +8.5% | -7.0% | -0.1% |
| 30D | +8.8% | +20.4% | -11.6% | +5.0% |
| 3M | +12.1% | +11.0% | +1.1% | +9.5% |
| 6M | +34.6% | +24.9% | +9.7% | +28.3% |
| YTD | -2.1% | +23.9% | -26.0% | -7.9% |
| 1Y | -5.5% | +30.8% | -36.4% | -12.3% |
| 3Y | +67.4% | +270.4% | -203.0% | +24.8% |
| 5Y | +74.6% | +296.1% | -221.5% | +22.7% |
| 10Y | +224.0% | +375.0% | -151.0% | +112.7% |
| All | +224.0% | +381.8% | -157.8% | +112.7% |
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