+222.9%
SAP vs DRI
+370.8%
-147.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.6% | +3.1% | -1.5% | +0.9% |
| 30D | +10.5% | +16.2% | -5.7% | +6.8% |
| 3M | +15.2% | +8.4% | +6.8% | +12.8% |
| 6M | +36.7% | +19.0% | +17.7% | +30.8% |
| YTD | -0.6% | +28.8% | -29.4% | -7.1% |
| 1Y | -4.1% | +33.1% | -37.3% | -11.2% |
| 3Y | +73.2% | +70.8% | +2.5% | +49.0% |
| 5Y | +74.1% | +74.2% | -0.1% | +47.4% |
| 10Y | +222.9% | +345.5% | -122.6% | +135.7% |
| All | +222.9% | +370.8% | -147.8% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling