+41.3%
SAP vs RL
+7.4%
+33.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +1.8% |
| 7D | +4.0% | -4.7% | +8.7% | +4.2% |
| 30D | +15.7% | +3.6% | +12.2% | +15.4% |
| 3M | +23.4% | +0.5% | +22.9% | +22.8% |
| 6M | +41.3% | +6.6% | +34.7% | +41.6% |
| All | +41.3% | +7.4% | +33.9% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling