+7,460.3%
DRI vs SAN
+1,616.0%
+5,844.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +2.8% | +4.9% | -2.1% | +1.3% |
| 30D | +13.3% | -13.0% | +26.2% | +18.1% |
| 3M | +8.2% | -18.9% | +27.0% | +15.1% |
| 6M | +17.5% | -4.1% | +21.7% | +18.0% |
| YTD | +26.9% | +2.6% | +24.3% | +23.2% |
| 1Y | +31.6% | +16.9% | +14.6% | +22.4% |
| 3Y | +67.0% | +239.1% | -172.1% | +7.1% |
| 5Y | +72.9% | +266.8% | -193.9% | +4.6% |
| 10Y | +371.3% | +246.0% | +125.3% | +179.0% |
| All | +7,460.3% | +1,616.0% | +5,844.3% | +2,929.1% |
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