+176.7%
DLR vs SBAC
+78.4%
+98.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -1.2% | +3.9% | -5.0% | -3.2% |
| 3M | +2.9% | -8.2% | +11.1% | +6.5% |
| 6M | +6.7% | -2.8% | +9.5% | +5.1% |
| YTD | +23.9% | -1.5% | +25.4% | +20.7% |
| 1Y | +18.6% | 0.0% | +18.6% | +14.4% |
| 3Y | +59.7% | -8.4% | +68.1% | +54.4% |
| 5Y | +42.1% | -43.5% | +85.6% | +85.3% |
| 10Y | +176.7% | +86.9% | +89.8% | +89.3% |
| All | +176.7% | +78.4% | +98.3% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling