+68.4%
SAP vs DT
-11.4%
+79.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.6% |
| 30D | +6.5% | -29.5% | +36.1% | +21.1% |
| 3M | +12.2% | -11.7% | +24.0% | +15.9% |
| 6M | +46.1% | +29.0% | +17.1% | +28.7% |
| YTD | -1.6% | +3.4% | -5.0% | -6.5% |
| 1Y | -5.1% | -4.2% | -0.9% | -7.7% |
| 3Y | +68.4% | -12.8% | +81.2% | +66.4% |
| All | +68.4% | -11.4% | +79.7% | +66.4% |
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