+177.0%
SAP vs RL
+314.9%
-137.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +9.0% | -7.8% | +16.8% | +11.0% |
| 3M | +14.9% | -4.0% | +18.9% | +15.6% |
| 6M | +11.9% | -1.9% | +13.8% | +11.3% |
| YTD | -9.9% | -0.2% | -9.7% | -10.9% |
| 1Y | -19.5% | +10.7% | -30.2% | -22.5% |
| 3Y | +61.8% | +210.8% | -149.0% | +18.3% |
| 5Y | +56.2% | +238.2% | -182.1% | +9.0% |
| All | +177.0% | +314.9% | -137.9% | +83.2% |
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