+70.8%
SAP vs RRC
+110.6%
-39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.9% |
| 7D | -0.7% | -10.8% | +10.2% | +0.4% |
| 30D | +11.1% | +22.3% | -11.2% | +8.6% |
| 3M | +17.0% | +26.6% | -9.6% | +13.9% |
| 6M | +34.8% | +18.9% | +15.9% | +32.0% |
| YTD | -2.2% | +39.2% | -41.4% | -6.2% |
| 1Y | -6.4% | +34.0% | -40.4% | -9.9% |
| 3Y | +75.1% | +42.0% | +33.1% | +66.1% |
| All | +70.8% | +110.6% | -39.9% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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