+381.8%
DAL vs SAN
+105.4%
+276.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.1% |
| 7D | +4.6% | +3.5% | +1.1% | +2.8% |
| 30D | +2.3% | -13.2% | +15.5% | +10.1% |
| 3M | -8.1% | -16.9% | +8.9% | +1.0% |
| 6M | +21.4% | +2.3% | +19.1% | +19.5% |
| YTD | +24.3% | +4.9% | +19.4% | +19.5% |
| 1Y | +47.4% | +20.4% | +26.9% | +31.8% |
| 3Y | +164.6% | +243.2% | -78.6% | +32.7% |
| 5Y | +100.2% | +275.3% | -175.0% | -6.9% |
| 10Y | +124.9% | +254.0% | -129.1% | +1.4% |
| All | +381.8% | +105.4% | +276.5% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling