+7,085.5%
DRI vs SAN
+2,055.5%
+5,030.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | +3.8% | +2.0% | +1.9% | +3.2% |
| 3M | +13.0% | +19.7% | -6.7% | +6.4% |
| 6M | +8.3% | +30.6% | -22.3% | -1.5% |
| YTD | +20.6% | +28.8% | -8.2% | +9.4% |
| 1Y | +6.5% | +57.8% | -51.3% | -9.8% |
| 3Y | +53.7% | +338.1% | -284.4% | -8.9% |
| 5Y | +72.7% | +384.2% | -311.5% | -4.1% |
| 10Y | +363.2% | +353.1% | +10.0% | +152.7% |
| All | +7,085.5% | +2,055.5% | +5,030.0% | +2,590.8% |
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