+1,965.1%
SAP vs RL
+1,476.5%
+488.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.8% |
| 7D | -0.7% | -4.2% | +3.5% | +0.3% |
| 30D | +11.1% | +4.3% | +6.8% | +9.7% |
| 3M | +17.0% | -4.6% | +21.6% | +18.1% |
| 6M | +34.8% | +1.7% | +33.1% | +32.8% |
| YTD | -2.2% | +7.3% | -9.6% | -5.5% |
| 1Y | -6.4% | +20.8% | -27.2% | -12.5% |
| 3Y | +75.1% | +247.0% | -171.8% | +20.4% |
| 5Y | +69.8% | +225.5% | -155.6% | +15.9% |
| 10Y | +219.8% | +363.0% | -143.2% | +81.3% |
| All | +1,965.1% | +1,476.5% | +488.6% | +613.6% |
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 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