+334.8%
DOV vs SAN
+275.0%
+59.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.1% | +3.4% | -3.5% | -1.4% |
| 30D | +11.3% | -6.3% | +17.6% | +13.7% |
| 3M | +2.2% | -14.1% | +16.3% | +7.8% |
| 6M | -2.9% | +4.2% | -7.1% | -5.1% |
| YTD | +9.6% | +9.0% | +0.6% | +4.1% |
| 1Y | +16.7% | +18.8% | -2.1% | +7.0% |
| 3Y | +66.9% | +252.0% | -185.2% | -3.5% |
| 5Y | +32.0% | +299.5% | -267.5% | -30.3% |
| 10Y | +334.8% | +276.7% | +58.1% | +112.7% |
| All | +334.8% | +275.0% | +59.7% | +112.7% |
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