+114.1%
SAP vs DT
+75.7%
+38.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.3% |
| 30D | +6.5% | -29.5% | +36.1% | +17.4% |
| 3M | +12.2% | -11.7% | +24.0% | +15.4% |
| 6M | +46.1% | +29.0% | +17.1% | +33.9% |
| YTD | -1.6% | +3.4% | -5.0% | -4.2% |
| 1Y | -5.1% | -4.2% | -0.9% | -5.7% |
| 3Y | +68.4% | -12.8% | +81.2% | +68.9% |
| 5Y | +79.4% | -39.6% | +119.0% | +88.1% |
| All | +114.1% | +75.7% | +38.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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