+93.1%
DD vs SAN
+258.9%
-165.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.1% | -0.2% | +3.6% |
| 7D | +9.8% | +8.7% | +1.1% | +6.3% |
| 30D | +19.3% | -6.5% | +25.8% | +22.2% |
| 3M | +9.4% | -14.2% | +23.6% | +15.6% |
| 6M | +4.8% | +2.7% | +2.1% | +2.7% |
| YTD | +30.2% | +8.9% | +21.4% | +23.2% |
| 1Y | +32.2% | +23.4% | +8.8% | +18.7% |
| 3Y | +93.1% | +257.9% | -164.9% | +14.2% |
| All | +93.1% | +258.9% | -165.8% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling