+2,233.8%
SAP vs RRC
+725.3%
+1,508.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +9.0% | +10.1% | -1.1% | +7.7% |
| 3M | +14.9% | +4.0% | +10.9% | +14.3% |
| 6M | +11.9% | +1.6% | +10.3% | +11.4% |
| YTD | -9.9% | +19.7% | -29.6% | -12.3% |
| 1Y | -19.5% | +21.4% | -41.0% | -21.9% |
| 3Y | +61.8% | +29.7% | +32.1% | +53.8% |
| 5Y | +56.2% | +153.9% | -97.7% | +31.7% |
| 10Y | +180.6% | +10.8% | +169.8% | +133.3% |
| All | +2,233.8% | +725.3% | +1,508.4% | +1,346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling