+60.0%
DLR vs SBAC
-9.5%
+69.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -2.2% | +3.2% | -5.5% | -3.0% |
| 3M | +4.7% | -5.1% | +9.8% | +5.9% |
| 6M | +9.0% | -2.1% | +11.1% | +9.0% |
| YTD | +24.1% | -0.5% | +24.7% | +23.3% |
| 1Y | +20.9% | +1.1% | +19.8% | +19.5% |
| 3Y | +60.0% | -7.4% | +67.5% | +55.4% |
| All | +60.0% | -9.5% | +69.6% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling