+80.7%
SAP vs RCL
+292.5%
-211.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +6.5% | +17.8% | -11.3% | +2.9% |
| 3M | +12.2% | +4.9% | +7.3% | +10.7% |
| 6M | +46.1% | +23.7% | +22.3% | +38.9% |
| YTD | -1.6% | +17.8% | -19.4% | -7.1% |
| 1Y | -5.1% | +28.9% | -34.0% | -12.5% |
| 3Y | +68.4% | +241.9% | -173.5% | +19.7% |
| All | +80.7% | +292.5% | -211.7% | +20.4% |
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