+67.4%
SAP vs RL
+260.1%
-192.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +8.8% | +7.6% | +1.2% | +7.1% |
| 3M | +12.1% | -1.5% | +13.6% | +12.1% |
| 6M | +34.6% | +12.1% | +22.5% | +30.7% |
| YTD | -2.1% | +13.9% | -16.0% | -5.7% |
| 1Y | -5.5% | +20.7% | -26.2% | -10.3% |
| 3Y | +67.4% | +260.6% | -193.1% | +28.3% |
| All | +67.4% | +260.1% | -192.6% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling