+189.5%
DLR vs SAN
+275.0%
-85.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -2.0% | +3.4% | -5.4% | -2.6% |
| 30D | +0.5% | -6.3% | +6.8% | +1.5% |
| 3M | -4.4% | -14.1% | +9.7% | -2.1% |
| 6M | -6.4% | +4.2% | -10.6% | -7.2% |
| YTD | +19.5% | +9.0% | +10.4% | +17.2% |
| 1Y | +10.5% | +18.8% | -8.2% | +6.9% |
| 3Y | +54.0% | +252.0% | -198.0% | +24.4% |
| 5Y | +39.7% | +299.5% | -259.8% | +8.2% |
| 10Y | +189.5% | +276.7% | -87.1% | +115.0% |
| All | +189.5% | +275.0% | -85.5% | +115.0% |
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