+176.2%
SAP vs RCL
+344.6%
-168.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +2.6% | -17.3% | +19.9% | +6.2% |
| 3M | +16.3% | -2.8% | +19.0% | +16.6% |
| 6M | +6.4% | -4.4% | +10.8% | +6.6% |
| YTD | -11.4% | -4.2% | -7.3% | -12.3% |
| 1Y | -20.4% | -23.4% | +3.0% | -18.1% |
| 3Y | +56.5% | +179.4% | -122.9% | +23.2% |
| 5Y | +56.8% | +238.8% | -182.0% | +13.9% |
| 10Y | +176.2% | +350.2% | -174.0% | +80.2% |
| All | +176.2% | +344.6% | -168.4% | +80.2% |
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