+110.9%
DT vs SAN
+331.3%
-220.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.9% | +3.3% | -8.2% | -5.8% |
| 30D | +2.7% | +1.1% | +1.6% | +2.3% |
| 3M | +20.0% | +22.2% | -2.2% | +12.7% |
| 6M | +28.0% | +36.0% | -8.0% | +15.5% |
| YTD | +16.0% | +28.2% | -12.2% | +6.0% |
| 1Y | +0.7% | +54.1% | -53.4% | -13.6% |
| 3Y | +6.2% | +354.2% | -348.1% | -37.5% |
| 5Y | -28.1% | +387.3% | -415.4% | -60.0% |
| All | +110.9% | +331.3% | -220.4% | +26.9% |
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 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