+3.0%
DUK vs SAN
+58.9%
-56.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | 0.0% | +1.8% | -1.8% | +0.1% |
| 30D | -1.7% | +2.0% | -3.7% | -1.5% |
| 3M | -0.4% | +19.7% | -20.2% | +1.2% |
| 6M | -7.2% | +30.6% | -37.9% | -5.1% |
| YTD | +5.3% | +28.8% | -23.6% | +7.0% |
| 1Y | +3.0% | +57.8% | -54.8% | +3.4% |
| All | +3.0% | +58.9% | -56.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling