+2,233.8%
SAP vs RRX
+1,263.3%
+970.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | +3.4% | -6.4% | -4.0% |
| 30D | +9.0% | -11.1% | +20.1% | +13.1% |
| 3M | +14.9% | -23.7% | +38.7% | +22.6% |
| 6M | +11.9% | -22.0% | +33.9% | +15.9% |
| YTD | -9.9% | +16.5% | -26.4% | -20.3% |
| 1Y | -19.5% | +11.5% | -31.0% | -28.3% |
| 3Y | +61.8% | +1.5% | +60.3% | +39.4% |
| 5Y | +56.2% | +18.3% | +37.9% | +23.2% |
| 10Y | +180.6% | +209.8% | -29.2% | +42.9% |
| All | +2,233.8% | +1,263.3% | +970.5% | +495.3% |
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