+78.8%
SAP vs DRI
+78.5%
+0.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +6.5% | +10.8% | -4.3% | +3.6% |
| 3M | +14.7% | +0.9% | +13.7% | +14.1% |
| 6M | +39.9% | +16.3% | +23.6% | +33.7% |
| YTD | -2.0% | +27.8% | -29.7% | -9.6% |
| 1Y | -6.0% | +33.9% | -39.9% | -14.6% |
| 3Y | +67.7% | +67.2% | +0.5% | +37.0% |
| 5Y | +78.8% | +79.0% | -0.2% | +37.1% |
| All | +78.8% | +78.5% | +0.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling