+181.2%
DLR vs SAN
+270.1%
-88.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +3.3% | +4.0% | -0.7% | +2.6% |
| 30D | +4.6% | -7.8% | +12.4% | +5.9% |
| 3M | -8.3% | -16.4% | +8.1% | -5.6% |
| 6M | -5.6% | +3.5% | -9.2% | -6.3% |
| YTD | +18.7% | +6.7% | +12.0% | +16.8% |
| 1Y | +17.1% | +14.5% | +2.6% | +13.9% |
| 3Y | +54.4% | +243.5% | -189.2% | +25.2% |
| 5Y | +36.5% | +296.2% | -259.7% | +5.9% |
| All | +181.2% | +270.1% | -88.9% | +109.0% |
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