+171.3%
SAP vs RRX
+216.7%
-45.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -5.1% | -3.7% | -1.4% | -4.2% |
| 30D | -1.8% | -9.3% | +7.5% | +0.4% |
| 3M | +20.9% | -21.8% | +42.7% | +25.8% |
| 6M | +7.0% | -22.0% | +29.0% | +9.7% |
| YTD | -13.7% | +11.9% | -25.7% | -21.8% |
| 1Y | -19.6% | +11.6% | -31.2% | -27.5% |
| 3Y | +52.4% | +2.2% | +50.2% | +33.6% |
| 5Y | +54.4% | +14.9% | +39.6% | +25.2% |
| All | +171.3% | +216.7% | -45.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling