+3,595.6%
DLR vs SBAC
+2,420.2%
+1,175.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -3.4% | +6.9% | -10.3% | -6.5% |
| 3M | +0.5% | -8.2% | +8.7% | +3.7% |
| 6M | +4.6% | -1.6% | +6.2% | +2.6% |
| YTD | +23.4% | -0.1% | +23.5% | +19.9% |
| 1Y | +19.0% | -0.5% | +19.5% | +15.6% |
| 3Y | +56.5% | -9.1% | +65.6% | +53.8% |
| 5Y | +33.3% | -43.8% | +77.1% | +65.1% |
| 10Y | +165.1% | +80.5% | +84.6% | +89.6% |
| All | +3,595.6% | +2,420.2% | +1,175.5% | +987.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling