+62.4%
SAP vs DT
+9.0%
+53.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | -2.9% | -3.3% | +0.4% | -1.6% |
| 30D | +9.0% | +2.0% | +7.0% | +7.9% |
| 3M | +14.9% | +20.0% | -5.1% | +6.0% |
| 6M | +11.9% | +39.3% | -27.4% | -3.4% |
| YTD | -9.9% | +19.8% | -29.7% | -17.8% |
| 1Y | -19.5% | +4.3% | -23.8% | -23.4% |
| All | +62.4% | +9.0% | +53.5% | +48.9% |
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