+2,233.8%
SAP vs DD
+661.5%
+1,572.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -1.7% |
| 30D | +9.0% | -10.3% | +19.3% | +13.2% |
| 3M | +14.9% | -7.5% | +22.5% | +17.8% |
| 6M | +11.9% | -8.0% | +19.9% | +13.9% |
| YTD | -9.9% | +10.5% | -20.4% | -14.5% |
| 1Y | -19.5% | +38.3% | -57.8% | -30.0% |
| 3Y | +61.8% | +42.5% | +19.3% | +35.3% |
| 5Y | +56.2% | +60.2% | -4.0% | +23.2% |
| 10Y | +180.6% | +68.9% | +111.7% | +101.7% |
| All | +2,233.8% | +661.5% | +1,572.3% | +576.0% |
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