+3,472.7%
DLR vs SBAC
+2,446.7%
+1,026.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +0.3% | +3.6% | -3.3% | -1.3% |
| 30D | +1.2% | +4.9% | -3.7% | -1.3% |
| 3M | -4.8% | +6.5% | -11.3% | -8.0% |
| 6M | -6.1% | -11.1% | +5.0% | -2.3% |
| YTD | +19.3% | +0.9% | +18.4% | +14.8% |
| 1Y | +10.0% | -1.6% | +11.5% | +7.1% |
| 3Y | +53.8% | -7.0% | +60.8% | +48.9% |
| 5Y | +39.1% | -39.2% | +78.3% | +65.3% |
| 10Y | +188.1% | +111.4% | +76.8% | +91.1% |
| All | +3,472.7% | +2,446.7% | +1,026.0% | +941.7% |
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