+176.7%
DLR vs SAN
+329.5%
-152.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | +2.9% | +19.6% | -16.7% | -0.2% |
| 6M | +6.7% | +32.7% | -26.0% | +1.7% |
| YTD | +23.9% | +26.7% | -2.8% | +18.6% |
| 1Y | +18.6% | +51.6% | -33.0% | +10.2% |
| 3Y | +59.7% | +348.7% | -289.1% | +24.1% |
| 5Y | +42.1% | +378.7% | -336.7% | +6.9% |
| 10Y | +176.7% | +336.9% | -160.2% | +98.2% |
| All | +176.7% | +329.5% | -152.8% | +98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling