+2,054.3%
SAP vs RL
+1,498.4%
+556.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +3.4% |
| 7D | +4.0% | -4.7% | +8.7% | +5.2% |
| 30D | +15.7% | +3.6% | +12.2% | +14.5% |
| 3M | +23.4% | +0.5% | +22.9% | +22.8% |
| 6M | +41.3% | +6.6% | +34.7% | +37.4% |
| YTD | +2.0% | +8.8% | -6.8% | -1.8% |
| 1Y | -5.1% | +21.8% | -26.8% | -11.4% |
| 3Y | +82.1% | +245.8% | -163.7% | +25.3% |
| 5Y | +77.2% | +230.0% | -152.8% | +20.4% |
| 10Y | +233.6% | +369.4% | -135.8% | +88.4% |
| All | +2,054.3% | +1,498.4% | +556.0% | +641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling