-6.4%
SAP vs DAR
+65.2%
-71.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +1.1% |
| 7D | -2.5% | +3.6% | -6.1% | -1.9% |
| 30D | +7.5% | -11.3% | +18.7% | +4.9% |
| 3M | +11.6% | -13.1% | +24.8% | +8.8% |
| 6M | +37.6% | -15.1% | +52.7% | +33.3% |
| YTD | -2.0% | +50.5% | -52.5% | +1.4% |
| 1Y | -6.4% | +57.9% | -64.3% | -4.0% |
| All | -6.4% | +65.2% | -71.6% | -4.0% |
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