-24.8%
DPZ vs SAN
+58.9%
-83.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.5% | +1.8% | -4.3% | -2.7% |
| 30D | -7.0% | +2.0% | -8.9% | -7.1% |
| 3M | +11.6% | +19.7% | -8.1% | +9.9% |
| 6M | -15.2% | +30.6% | -45.8% | -17.3% |
| YTD | -17.2% | +28.8% | -46.1% | -20.1% |
| 1Y | -24.8% | +57.8% | -82.6% | -30.3% |
| All | -24.8% | +58.9% | -83.8% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling