+75.1%
SAP vs RL
+240.1%
-164.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.9% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | +11.1% | +4.3% | +6.8% | +10.0% |
| 3M | +17.0% | -4.6% | +21.6% | +17.8% |
| 6M | +34.8% | +1.7% | +33.1% | +33.6% |
| YTD | -2.2% | +7.3% | -9.6% | -4.7% |
| 1Y | -6.4% | +20.8% | -27.2% | -11.3% |
| 3Y | +75.1% | +247.0% | -171.8% | +37.0% |
| All | +75.1% | +240.1% | -164.9% | +37.0% |
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