+2,233.8%
SAP vs DAR
+592.3%
+1,641.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | +9.0% | +12.8% | -3.8% | +8.0% |
| 3M | +14.9% | +7.4% | +7.6% | +14.2% |
| 6M | +11.9% | +22.3% | -10.4% | +10.0% |
| YTD | -9.9% | +81.1% | -91.0% | -14.0% |
| 1Y | -19.5% | +106.5% | -126.0% | -24.1% |
| 3Y | +61.8% | +5.3% | +56.5% | +58.4% |
| 5Y | +56.2% | -11.5% | +67.7% | +53.7% |
| 10Y | +180.6% | +353.3% | -172.7% | +145.4% |
| All | +2,233.8% | +592.3% | +1,641.5% | +1,884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling