+78.8%
SAP vs RL
+243.2%
-164.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.9% | +2.4% | -6.3% | -4.5% |
| 30D | +6.5% | +4.6% | +2.0% | +5.1% |
| 3M | +14.7% | -1.1% | +15.8% | +14.6% |
| 6M | +39.9% | +16.5% | +23.4% | +33.0% |
| YTD | -2.0% | +11.4% | -13.4% | -6.2% |
| 1Y | -6.0% | +16.1% | -22.1% | -11.2% |
| 3Y | +67.7% | +252.6% | -184.9% | +9.5% |
| 5Y | +78.8% | +244.9% | -166.1% | +13.7% |
| All | +78.8% | +243.2% | -164.4% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling