+25.3%
DG vs SAN
+58.9%
-33.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +1.8% | +6.6% | +8.1% |
| 30D | +4.9% | +2.0% | +3.0% | +4.6% |
| 3M | +29.3% | +19.7% | +9.6% | +25.6% |
| 6M | -11.3% | +30.6% | -41.9% | -15.2% |
| YTD | +1.8% | +28.8% | -27.1% | -4.1% |
| 1Y | +25.3% | +57.8% | -32.4% | +16.5% |
| All | +25.3% | +58.9% | -33.6% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling