+607.9%
DG vs SAN
+84.5%
+523.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +5.2% | +10.8% | -5.6% | +3.9% |
| 30D | +7.9% | -5.7% | +13.7% | +8.6% |
| 3M | +12.7% | -13.4% | +26.2% | +14.6% |
| 6M | +22.4% | +3.5% | +18.9% | +21.6% |
| YTD | +5.4% | +9.7% | -4.3% | +3.6% |
| 1Y | +39.4% | +20.9% | +18.5% | +35.4% |
| 3Y | +24.1% | +254.3% | -230.2% | +4.4% |
| 5Y | -32.2% | +304.2% | -336.4% | -44.8% |
| 10Y | +111.8% | +260.2% | -148.4% | +69.2% |
| All | +607.9% | +84.5% | +523.4% | +501.6% |
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