+54.4%
SAP vs RRX
+14.8%
+39.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -5.1% | -3.7% | -1.4% | -4.5% |
| 30D | -1.8% | -9.3% | +7.5% | -0.4% |
| 3M | +20.9% | -21.8% | +42.7% | +23.9% |
| 6M | +7.0% | -22.0% | +29.0% | +8.5% |
| YTD | -13.7% | +11.9% | -25.7% | -20.6% |
| 1Y | -19.6% | +11.6% | -31.2% | -26.3% |
| 3Y | +52.4% | +2.2% | +50.2% | +38.0% |
| 5Y | +54.4% | +14.9% | +39.6% | +29.2% |
| All | +54.4% | +14.8% | +39.7% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling