+5,914.2%
DOV vs SAN
+2,116.5%
+3,797.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -2.7% | +1.8% | -4.4% | -3.3% |
| 30D | -8.1% | +2.0% | -10.1% | -8.7% |
| 3M | -9.4% | +19.7% | -29.1% | -15.0% |
| 6M | -12.6% | +30.6% | -43.2% | -20.7% |
| YTD | -0.5% | +28.8% | -29.3% | -9.8% |
| 1Y | +9.2% | +57.8% | -48.5% | -8.0% |
| 3Y | +34.1% | +338.1% | -304.0% | -22.7% |
| 5Y | +17.3% | +384.2% | -367.0% | -36.8% |
| 10Y | +284.9% | +353.1% | -68.2% | +100.0% |
| All | +5,914.2% | +2,116.5% | +3,797.8% | +2,035.7% |
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 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