+70.8%
SAP vs DLR
+32.6%
+38.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | -3.6% | +2.9% | +0.3% |
| 30D | +11.1% | -3.5% | +14.6% | +12.0% |
| 3M | +17.0% | -8.9% | +26.0% | +19.8% |
| 6M | +34.8% | -11.6% | +46.4% | +38.6% |
| YTD | -2.2% | +14.9% | -17.1% | -8.6% |
| 1Y | -6.4% | +6.4% | -12.9% | -10.2% |
| 3Y | +75.1% | +47.3% | +27.9% | +45.6% |
| All | +70.8% | +32.6% | +38.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling