+7,546.8%
DRI vs SAN
+1,724.2%
+5,822.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -0.7% | +3.4% | -4.1% | -1.8% |
| 30D | +14.7% | -6.3% | +21.0% | +16.8% |
| 3M | +5.4% | -14.1% | +19.5% | +10.1% |
| 6M | +18.8% | +4.2% | +14.7% | +16.1% |
| YTD | +28.4% | +9.0% | +19.3% | +22.2% |
| 1Y | +37.7% | +18.8% | +18.9% | +27.4% |
| 3Y | +68.0% | +252.0% | -184.1% | +6.4% |
| 5Y | +78.8% | +299.5% | -220.7% | +5.2% |
| 10Y | +334.2% | +276.7% | +57.5% | +150.5% |
| All | +7,546.8% | +1,724.2% | +5,822.7% | +2,904.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling