+78.8%
SAP vs DAR
-29.6%
+108.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -3.9% | +9.2% | -13.1% | -4.7% |
| 30D | +6.5% | -12.3% | +18.8% | +7.8% |
| 3M | +14.7% | -12.7% | +27.4% | +15.9% |
| 6M | +39.9% | -12.8% | +52.7% | +41.2% |
| YTD | -2.0% | +53.8% | -55.7% | -8.5% |
| 1Y | -6.0% | +60.3% | -66.3% | -12.9% |
| 3Y | +67.7% | +31.7% | +35.9% | +55.3% |
| 5Y | +78.8% | -27.7% | +106.5% | +83.6% |
| All | +78.8% | -29.6% | +108.4% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling