-5.9%
SAP vs DLR
+11.0%
-16.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +4.1% |
| 7D | +1.3% | +2.8% | -1.5% | +1.2% |
| 30D | +15.5% | +2.8% | +12.8% | +15.4% |
| 3M | +22.8% | -4.0% | +26.8% | +23.1% |
| 6M | +42.5% | -5.6% | +48.1% | +41.2% |
| YTD | +0.5% | +21.9% | -21.4% | -2.5% |
| 1Y | -5.9% | +13.0% | -19.0% | -8.4% |
| All | -5.9% | +11.0% | -16.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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