+176.2%
SAP vs DLR
+163.6%
+12.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.3% | +3.4% | -3.7% | -1.3% |
| 30D | +2.6% | -2.2% | +4.8% | +3.2% |
| 3M | +16.3% | +4.7% | +11.5% | +13.8% |
| 6M | +6.4% | +9.0% | -2.6% | +2.6% |
| YTD | -11.4% | +24.1% | -35.6% | -18.6% |
| 1Y | -20.4% | +20.9% | -41.3% | -26.5% |
| 3Y | +56.5% | +60.0% | -3.5% | +28.6% |
| 5Y | +56.8% | +35.3% | +21.5% | +33.0% |
| 10Y | +176.2% | +165.8% | +10.4% | +87.8% |
| All | +176.2% | +163.6% | +12.6% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling