+2,448.5%
SAP vs RRX
+1,380.0%
+1,068.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +1.1% |
| 7D | +0.6% | +4.3% | -3.7% | -0.8% |
| 30D | +6.5% | +12.3% | -5.8% | +1.4% |
| 3M | +12.2% | +3.7% | +8.6% | +9.2% |
| 6M | +46.1% | -13.9% | +60.0% | +46.8% |
| YTD | -1.6% | +26.5% | -28.1% | -16.5% |
| 1Y | -5.1% | +29.3% | -34.4% | -20.4% |
| 3Y | +68.4% | +65.6% | +2.8% | +20.3% |
| 5Y | +79.4% | +10.6% | +68.8% | +44.4% |
| 10Y | +230.5% | +202.9% | +27.6% | +68.7% |
| All | +2,448.5% | +1,380.0% | +1,068.4% | +523.7% |
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