+3,457.3%
DLR vs SBAC
+2,432.3%
+1,025.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +2.4% | +3.0% | -0.6% | +0.9% |
| 30D | +0.7% | +4.3% | -3.6% | -1.4% |
| 3M | -6.4% | +4.1% | -10.6% | -8.7% |
| 6M | -6.5% | -11.6% | +5.1% | -2.5% |
| YTD | +18.8% | +0.4% | +18.4% | +14.7% |
| 1Y | +9.0% | -1.1% | +10.2% | +6.0% |
| 3Y | +54.5% | -7.3% | +61.7% | +49.8% |
| 5Y | +35.8% | -40.8% | +76.6% | +63.4% |
| 10Y | +177.5% | +103.0% | +74.5% | +87.4% |
| All | +3,457.3% | +2,432.3% | +1,025.0% | +939.9% |
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