+112.2%
DT vs SAN
+326.1%
-213.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +24.1% | +19.6% | +4.5% | +17.3% |
| 6M | +30.1% | +32.7% | -2.6% | +18.2% |
| YTD | +16.8% | +26.7% | -9.9% | +7.0% |
| 1Y | -0.1% | +51.6% | -51.7% | -13.9% |
| 3Y | +6.8% | +348.7% | -341.9% | -36.9% |
| 5Y | -28.4% | +378.7% | -407.1% | -59.9% |
| All | +112.2% | +326.1% | -213.9% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling