+2,439.3%
SAP vs RRX
+1,414.6%
+1,024.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -3.9% | +12.6% | -16.5% | -7.7% |
| 30D | +6.5% | +10.6% | -4.1% | +1.9% |
| 3M | +14.7% | +4.6% | +10.0% | +11.2% |
| 6M | +39.9% | -13.6% | +53.5% | +40.6% |
| YTD | -2.0% | +29.4% | -31.4% | -17.4% |
| 1Y | -6.0% | +31.9% | -37.9% | -21.6% |
| 3Y | +67.7% | +68.3% | -0.6% | +19.3% |
| 5Y | +78.8% | +13.2% | +65.6% | +42.8% |
| 10Y | +229.3% | +209.9% | +19.3% | +66.9% |
| All | +2,439.3% | +1,414.6% | +1,024.8% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling