+70.8%
SAP vs DT
-43.6%
+114.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -0.7% | -24.7% | +24.0% | +8.4% |
| 30D | +11.1% | -27.4% | +38.5% | +22.4% |
| 3M | +17.0% | -11.1% | +28.2% | +20.3% |
| 6M | +34.8% | +13.7% | +21.2% | +27.1% |
| YTD | -2.2% | +0.2% | -2.5% | -4.4% |
| 1Y | -6.4% | -5.7% | -0.8% | -7.0% |
| 3Y | +75.1% | -8.1% | +83.3% | +72.5% |
| All | +70.8% | -43.6% | +114.4% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling