+19.0%
DLR vs SBAC
-3.2%
+22.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | -3.4% | +6.9% | -10.3% | -4.3% |
| 3M | +0.5% | -8.2% | +8.7% | +2.3% |
| 6M | +4.6% | -1.6% | +6.2% | +7.0% |
| YTD | +23.4% | -0.1% | +23.5% | +25.4% |
| 1Y | +19.0% | -0.5% | +19.5% | +22.3% |
| All | +19.0% | -3.2% | +22.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling