+2,432.7%
SAP vs RRC
+859.7%
+1,573.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | -0.7% | -10.8% | +10.2% | +0.7% |
| 30D | +11.1% | +22.3% | -11.2% | +8.1% |
| 3M | +17.0% | +26.6% | -9.6% | +13.3% |
| 6M | +34.8% | +18.9% | +15.9% | +31.4% |
| YTD | -2.2% | +39.2% | -41.4% | -6.9% |
| 1Y | -6.4% | +34.0% | -40.4% | -10.6% |
| 3Y | +75.1% | +42.0% | +33.1% | +64.3% |
| 5Y | +69.8% | +111.9% | -42.0% | +46.6% |
| 10Y | +219.8% | +62.8% | +157.1% | +151.8% |
| All | +2,432.7% | +859.7% | +1,573.0% | +1,435.8% |
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