+354.0%
DRI vs SAN
+338.5%
+15.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | -1.2% | +3.3% | -4.6% | -2.5% |
| 30D | -0.4% | +1.1% | -1.5% | -0.8% |
| 3M | +9.5% | +22.2% | -12.7% | +0.4% |
| 6M | +6.5% | +36.0% | -29.6% | -7.4% |
| YTD | +18.4% | +28.2% | -9.8% | +4.4% |
| 1Y | +4.2% | +54.1% | -49.9% | -15.6% |
| 3Y | +57.1% | +354.2% | -297.2% | -25.6% |
| 5Y | +70.4% | +387.3% | -316.9% | -26.6% |
| 10Y | +354.0% | +334.8% | +19.2% | +77.0% |
| All | +354.0% | +338.5% | +15.5% | +77.0% |
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