+235.4%
SAP vs DLR
+193.8%
+41.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -3.9% | +5.0% | -8.9% | -5.4% |
| 30D | +6.5% | +3.0% | +3.5% | +5.3% |
| 3M | +14.7% | -6.3% | +20.9% | +16.5% |
| 6M | +39.9% | -4.8% | +44.7% | +40.6% |
| YTD | -2.0% | +21.0% | -23.0% | -9.6% |
| 1Y | -6.0% | +15.1% | -21.2% | -11.9% |
| 3Y | +67.7% | +56.0% | +11.7% | +38.4% |
| 5Y | +78.8% | +39.1% | +39.7% | +49.7% |
| All | +235.4% | +193.8% | +41.6% | +119.3% |
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