+56.4%
SAP vs DRI
+72.9%
-16.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +9.0% | +3.8% | +5.2% | +7.7% |
| 3M | +14.9% | +13.0% | +1.9% | +10.9% |
| 6M | +11.9% | +8.3% | +3.6% | +8.9% |
| YTD | -9.9% | +20.6% | -30.5% | -15.5% |
| 1Y | -19.5% | +6.5% | -26.0% | -21.8% |
| 3Y | +61.8% | +53.7% | +8.1% | +36.3% |
| All | +56.4% | +72.9% | -16.5% | +21.2% |
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