+668.6%
SAP vs DLR
+3,477.6%
-2,809.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.5% | -2.0% | -0.4% | -1.9% |
| 30D | +7.5% | +0.5% | +6.9% | +7.0% |
| 3M | +11.6% | -4.4% | +16.1% | +12.6% |
| 6M | +37.6% | -6.4% | +44.1% | +39.1% |
| YTD | -2.0% | +19.5% | -21.4% | -8.9% |
| 1Y | -6.4% | +10.5% | -16.9% | -10.8% |
| 3Y | +67.7% | +54.0% | +13.7% | +40.8% |
| 5Y | +75.7% | +39.7% | +36.0% | +49.1% |
| 10Y | +229.3% | +189.5% | +39.8% | +113.1% |
| All | +668.6% | +3,477.6% | -2,809.0% | +155.7% |
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