+82.8%
DRI vs SAN
+294.0%
-211.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.1% | +4.0% | -2.9% | +0.2% |
| 30D | +9.7% | -7.8% | +17.5% | +11.4% |
| 3M | +3.2% | -16.4% | +19.5% | +6.9% |
| 6M | +20.6% | +3.5% | +17.0% | +18.7% |
| YTD | +28.3% | +6.7% | +21.6% | +24.3% |
| 1Y | +34.5% | +14.5% | +20.0% | +28.1% |
| 3Y | +66.5% | +243.5% | -177.0% | +15.5% |
| All | +82.8% | +294.0% | -211.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling