+33.9%
DRI vs SAN
+13.0%
+20.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | -0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +10.8% | -9.4% | +20.2% | +11.5% |
| 3M | +0.9% | -17.1% | +18.0% | +2.3% |
| 6M | +16.3% | +2.2% | +14.2% | +15.5% |
| YTD | +27.8% | +6.0% | +21.8% | +23.5% |
| 1Y | +33.9% | +12.7% | +21.1% | +25.7% |
| All | +33.9% | +13.0% | +20.8% | +25.7% |
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 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