-4.1%
SAP vs RCL
+32.4%
-36.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.6% |
| 7D | +1.6% | +5.0% | -3.3% | +1.4% |
| 30D | +10.5% | +19.4% | -8.8% | +9.7% |
| 3M | +15.2% | +5.9% | +9.2% | +14.9% |
| 6M | +36.7% | +23.8% | +12.9% | +36.2% |
| YTD | -0.6% | +22.8% | -23.4% | +1.0% |
| All | -4.1% | +32.4% | -36.5% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling