+666.4%
SAP vs DLR
+3,340.7%
-2,674.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -0.7% | -3.6% | +2.9% | +0.4% |
| 30D | +11.1% | -3.5% | +14.6% | +12.1% |
| 3M | +17.0% | -8.9% | +26.0% | +19.9% |
| 6M | +34.8% | -11.6% | +46.4% | +38.7% |
| YTD | -2.2% | +14.9% | -17.1% | -8.0% |
| 1Y | -6.4% | +6.4% | -12.9% | -9.8% |
| 3Y | +75.1% | +47.3% | +27.9% | +49.2% |
| 5Y | +69.8% | +32.8% | +37.0% | +46.5% |
| 10Y | +219.8% | +169.6% | +50.3% | +111.7% |
| All | +666.4% | +3,340.7% | -2,674.3% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling