+70.8%
SAP vs RCL
+247.7%
-176.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.4% |
| 7D | -0.7% | +6.5% | -7.2% | -2.0% |
| 30D | +11.1% | +15.9% | -4.8% | +7.7% |
| 3M | +17.0% | +2.7% | +14.4% | +16.0% |
| 6M | +34.8% | +15.2% | +19.6% | +30.1% |
| YTD | -2.2% | +19.2% | -21.5% | -7.9% |
| 1Y | -6.4% | +31.6% | -38.1% | -14.2% |
| 3Y | +75.1% | +274.2% | -199.0% | +21.9% |
| All | +70.8% | +247.7% | -176.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling