-5.9%
SAP vs RL
+34.3%
-40.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.3% | +3.6% |
| 7D | +1.3% | +5.8% | -4.5% | +0.6% |
| 30D | +15.5% | +12.7% | +2.8% | +13.8% |
| 3M | +22.8% | +9.3% | +13.4% | +21.1% |
| 6M | +42.5% | +16.9% | +25.5% | +39.7% |
| YTD | +0.5% | +17.5% | -16.9% | -1.9% |
| 1Y | -5.9% | +34.6% | -40.6% | -11.4% |
| All | -5.9% | +34.3% | -40.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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