+46.9%
DUK vs SAN
+343.8%
-296.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.3% |
| 3M | -1.9% | +19.6% | -21.5% | -2.1% |
| 6M | -6.5% | +32.7% | -39.2% | -7.0% |
| YTD | +5.4% | +26.7% | -21.3% | +4.8% |
| 1Y | +3.6% | +51.6% | -48.1% | +1.8% |
| All | +46.9% | +343.8% | -296.9% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling