-19.5%
SAP vs DLR
+19.9%
-39.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | +9.0% | -3.4% | +12.4% | +9.2% |
| 3M | +14.9% | +0.5% | +14.4% | +13.8% |
| 6M | +11.9% | +4.6% | +7.3% | +10.4% |
| YTD | -9.9% | +23.4% | -33.3% | -11.6% |
| 1Y | -19.5% | +19.0% | -38.6% | -17.4% |
| All | -19.5% | +19.9% | -39.4% | -17.4% |
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