+83.4%
SAP vs RDW
0.0%
+83.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.8% |
| 7D | -0.3% | +3.6% | -3.8% | -0.5% |
| 30D | +0.3% | -18.4% | +18.7% | +1.4% |
| 3M | +16.9% | -32.1% | +49.0% | +18.9% |
| 6M | +6.3% | +10.9% | -4.5% | +3.1% |
| YTD | -12.4% | +40.8% | -53.2% | -17.7% |
| 1Y | -21.6% | +31.1% | -52.8% | -26.8% |
| 3Y | +54.8% | +245.2% | -190.4% | +24.2% |
| 5Y | +56.2% | -16.7% | +72.9% | +30.1% |
| All | +83.4% | 0.0% | +83.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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