+3,340.7%
DLR vs SAN
+254.8%
+3,085.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.4% |
| 7D | -3.6% | +4.9% | -8.5% | -5.1% |
| 30D | -3.5% | -13.0% | +9.5% | +0.7% |
| 3M | -8.9% | -18.9% | +10.0% | -2.9% |
| 6M | -11.6% | -4.1% | -7.4% | -10.8% |
| YTD | +14.9% | +2.6% | +12.3% | +12.4% |
| 1Y | +6.4% | +16.9% | -10.5% | -0.4% |
| 3Y | +47.3% | +239.1% | -191.8% | -5.2% |
| 5Y | +32.8% | +266.8% | -234.0% | -19.9% |
| 10Y | +169.6% | +246.0% | -76.5% | +45.2% |
| All | +3,340.7% | +254.8% | +3,085.9% | +1,375.8% |
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