+229.3%
SAP vs RL
+347.1%
-117.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.5% |
| 7D | -2.5% | -4.4% | +1.9% | -1.6% |
| 30D | +7.5% | +5.6% | +1.9% | +5.9% |
| 3M | +11.6% | -0.6% | +12.3% | +11.5% |
| 6M | +37.6% | +15.5% | +22.2% | +31.8% |
| YTD | -2.0% | +12.3% | -14.3% | -5.9% |
| 1Y | -6.4% | +19.3% | -25.7% | -11.5% |
| 3Y | +67.7% | +255.5% | -187.8% | +18.4% |
| 5Y | +75.7% | +247.1% | -171.3% | +21.6% |
| 10Y | +229.3% | +346.0% | -116.7% | +110.8% |
| All | +229.3% | +347.1% | -117.8% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling