-4.1%
SAP vs DRI
+32.5%
-36.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +1.6% | +3.1% | -1.5% | +1.3% |
| 30D | +10.5% | +16.2% | -5.7% | +9.5% |
| 3M | +15.2% | +8.4% | +6.8% | +14.1% |
| 6M | +36.7% | +19.0% | +17.7% | +35.1% |
| YTD | -0.6% | +28.8% | -29.4% | -1.7% |
| All | -4.1% | +32.5% | -36.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling