+3,595.7%
DLR vs SAN
+345.6%
+3,250.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | -3.4% | +2.0% | -5.3% | -4.0% |
| 3M | +0.5% | +19.7% | -19.2% | -5.3% |
| 6M | +4.6% | +30.6% | -26.1% | -4.5% |
| YTD | +23.4% | +28.8% | -5.4% | +12.5% |
| 1Y | +19.0% | +57.8% | -38.7% | +1.3% |
| 3Y | +56.5% | +338.1% | -281.6% | -7.1% |
| 5Y | +33.3% | +384.2% | -350.9% | -26.7% |
| 10Y | +165.1% | +353.1% | -188.0% | +30.4% |
| All | +3,595.7% | +345.6% | +3,250.0% | +1,377.4% |
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