+297.1%
DOV vs SAN
+348.5%
-51.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -8.6% | -0.1% | -8.6% | -8.7% |
| 3M | -13.1% | +19.6% | -32.8% | -19.1% |
| 6M | -8.8% | +32.7% | -41.5% | -18.8% |
| YTD | -1.2% | +26.7% | -27.9% | -11.1% |
| 1Y | +10.7% | +51.6% | -40.9% | -7.4% |
| 3Y | +39.3% | +348.7% | -309.5% | -26.7% |
| 5Y | +16.4% | +378.7% | -362.3% | -42.8% |
| All | +297.1% | +348.5% | -51.4% | +76.6% |
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