+589.6%
DG vs SAN
+72.5%
+517.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.8% |
| 7D | +1.1% | +4.9% | -3.8% | +0.5% |
| 30D | +9.5% | -13.0% | +22.5% | +11.4% |
| 3M | +5.5% | -18.9% | +24.3% | +8.1% |
| 6M | +16.1% | -4.1% | +20.2% | +16.4% |
| YTD | +2.7% | +2.6% | +0.1% | +1.8% |
| 1Y | +42.1% | +16.9% | +25.2% | +38.6% |
| 3Y | +19.3% | +239.1% | -219.8% | +0.9% |
| 5Y | -35.3% | +266.8% | -302.2% | -46.7% |
| 10Y | +123.9% | +246.0% | -122.1% | +79.9% |
| All | +589.6% | +72.5% | +517.1% | +491.1% |
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