+583.4%
DG vs SAN
+116.7%
+466.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +29.3% | +19.7% | +9.6% | +26.3% |
| 6M | -11.3% | +30.6% | -41.9% | -14.3% |
| YTD | +1.8% | +28.8% | -27.1% | -1.9% |
| 1Y | +25.3% | +57.8% | -32.4% | +17.9% |
| 3Y | +9.1% | +338.1% | -329.0% | -10.6% |
| 5Y | -34.9% | +384.2% | -419.1% | -48.2% |
| 10Y | +108.2% | +353.1% | -245.0% | +61.7% |
| All | +583.4% | +116.7% | +466.7% | +469.9% |
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