+68.4%
SAP vs DLR
+54.1%
+14.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | +0.6% | +3.3% | -2.7% | -0.1% |
| 30D | +6.5% | +4.6% | +1.9% | +5.3% |
| 3M | +12.2% | -8.3% | +20.5% | +14.2% |
| 6M | +46.1% | -5.6% | +51.7% | +46.7% |
| YTD | -1.6% | +18.7% | -20.3% | -8.0% |
| 1Y | -5.1% | +17.1% | -22.2% | -10.9% |
| 3Y | +68.4% | +54.4% | +14.0% | +42.4% |
| All | +68.4% | +54.1% | +14.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling