+75.1%
SAP vs DT
-9.2%
+84.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -0.7% | -24.7% | +24.0% | +10.1% |
| 30D | +11.1% | -27.4% | +38.5% | +24.5% |
| 3M | +17.0% | -11.1% | +28.2% | +20.4% |
| 6M | +34.8% | +13.7% | +21.2% | +24.5% |
| YTD | -2.2% | +0.2% | -2.5% | -6.0% |
| 1Y | -6.4% | -5.7% | -0.8% | -8.4% |
| 3Y | +75.1% | -8.1% | +83.3% | +71.1% |
| All | +75.1% | -9.2% | +84.4% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling