+2,432.7%
SAP vs RCL
+4,375.5%
-1,942.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | -0.7% | +6.5% | -7.2% | -2.2% |
| 30D | +11.1% | +15.9% | -4.8% | +7.0% |
| 3M | +17.0% | +2.7% | +14.4% | +15.6% |
| 6M | +34.8% | +15.2% | +19.6% | +29.0% |
| YTD | -2.2% | +19.2% | -21.5% | -9.1% |
| 1Y | -6.4% | +31.6% | -38.1% | -15.4% |
| 3Y | +75.1% | +274.2% | -199.0% | +18.7% |
| 5Y | +69.8% | +250.1% | -180.2% | +10.2% |
| 10Y | +219.8% | +388.4% | -168.6% | +56.4% |
| All | +2,432.7% | +4,375.5% | -1,942.8% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling