+126.0%
DUK vs SAN
+357.1%
-231.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.4% | +0.9% | -3.4% | -2.6% |
| 3M | -3.0% | +19.1% | -22.1% | -5.3% |
| 6M | -6.6% | +33.2% | -39.7% | -10.3% |
| YTD | +4.6% | +29.1% | -24.6% | +0.4% |
| 1Y | +1.2% | +50.2% | -49.0% | -5.0% |
| 3Y | +45.7% | +351.0% | -305.4% | +14.0% |
| 5Y | +40.3% | +394.7% | -354.4% | +5.5% |
| All | +126.0% | +357.1% | -231.0% | +50.2% |
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