-6.0%
SAP vs DT
-4.5%
-1.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -3.9% | +2.7% | -6.6% | -5.0% |
| 30D | +6.5% | -30.4% | +36.9% | +24.4% |
| 3M | +14.7% | -9.4% | +24.1% | +16.5% |
| 6M | +39.9% | +14.5% | +25.4% | +23.9% |
| YTD | -2.0% | +3.6% | -5.6% | -8.2% |
| 1Y | -6.0% | -3.4% | -2.6% | -10.8% |
| All | -6.0% | -4.5% | -1.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling