+338.7%
DRI vs SAN
+255.1%
+83.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +4.2% | +10.8% | -6.5% | 0.0% |
| 30D | +15.7% | -5.7% | +21.4% | +18.1% |
| 3M | +5.8% | -13.4% | +19.2% | +11.4% |
| 6M | +18.4% | +3.5% | +14.9% | +15.0% |
| YTD | +28.2% | +9.7% | +18.5% | +19.5% |
| 1Y | +35.9% | +20.9% | +15.0% | +21.3% |
| 3Y | +67.7% | +254.3% | -186.5% | -12.5% |
| 5Y | +77.9% | +304.2% | -226.3% | -18.0% |
| 10Y | +338.7% | +260.2% | +78.5% | +81.3% |
| All | +338.7% | +255.1% | +83.6% | +81.3% |
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 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