+2,432.7%
SAP vs ROL
+4,081.5%
-1,648.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | -0.7% | +9.5% | -10.2% | -4.2% |
| 30D | +11.1% | +22.9% | -11.8% | +2.3% |
| 3M | +17.0% | +3.5% | +13.5% | +15.0% |
| 6M | +34.8% | -29.4% | +64.2% | +53.0% |
| YTD | -2.2% | -36.1% | +33.8% | +14.5% |
| 1Y | -6.4% | -34.4% | +27.9% | +8.3% |
| 3Y | +75.1% | +4.0% | +71.1% | +65.8% |
| 5Y | +69.8% | +13.2% | +56.6% | +51.5% |
| 10Y | +219.8% | +219.7% | +0.2% | +75.1% |
| All | +2,432.7% | +4,081.5% | -1,648.7% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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