+2,432.7%
SAP vs DD
+747.9%
+1,684.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | -0.7% | +4.6% | -5.3% | -2.6% |
| 30D | +11.1% | +11.8% | -0.7% | +6.4% |
| 3M | +17.0% | +2.2% | +14.9% | +15.5% |
| 6M | +34.8% | -1.6% | +36.5% | +34.0% |
| YTD | -2.2% | +23.0% | -25.2% | -11.2% |
| 1Y | -6.4% | +26.9% | -33.4% | -16.0% |
| 3Y | +75.1% | +77.9% | -2.7% | +34.8% |
| 5Y | +69.8% | +59.9% | +9.9% | +33.9% |
| 10Y | +219.8% | +90.1% | +129.8% | +119.4% |
| All | +2,432.7% | +747.9% | +1,684.9% | +602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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