-19.5%
SAP vs DAR
+104.4%
-123.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | -2.9% | +1.4% | -4.3% | -2.8% |
| 30D | +9.0% | +12.8% | -3.8% | +10.4% |
| 3M | +14.9% | +7.4% | +7.6% | +15.7% |
| 6M | +11.9% | +22.3% | -10.4% | +13.3% |
| YTD | -9.9% | +81.1% | -91.0% | -9.4% |
| 1Y | -19.5% | +106.5% | -126.0% | -20.0% |
| All | -19.5% | +104.4% | -123.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling