+18.4%
DOV vs SAN
+381.9%
-363.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +2.5% | +3.3% | -0.8% | +1.4% |
| 30D | -7.5% | +1.1% | -8.6% | -7.9% |
| 3M | -9.7% | +22.2% | -31.9% | -15.4% |
| 6M | -6.1% | +36.0% | -42.1% | -15.3% |
| YTD | +0.5% | +28.2% | -27.8% | -8.2% |
| 1Y | +10.5% | +54.1% | -43.6% | -5.1% |
| 3Y | +41.7% | +354.2% | -312.5% | -16.2% |
| 5Y | +18.4% | +387.3% | -368.8% | -35.9% |
| All | +18.4% | +381.9% | -363.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling