+606.2%
SAP vs DLR
+3,595.6%
-2,989.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +1.6% | -4.5% | -3.4% |
| 30D | +9.0% | -3.4% | +12.4% | +10.1% |
| 3M | +14.9% | +0.5% | +14.4% | +14.2% |
| 6M | +11.9% | +4.6% | +7.3% | +9.5% |
| YTD | -9.9% | +23.4% | -33.3% | -16.8% |
| 1Y | -19.5% | +19.0% | -38.6% | -25.1% |
| 3Y | +61.8% | +56.5% | +5.3% | +35.5% |
| 5Y | +56.2% | +33.3% | +22.8% | +35.0% |
| 10Y | +180.6% | +165.1% | +15.5% | +87.3% |
| All | +606.2% | +3,595.6% | -2,989.4% | +133.6% |
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