+2,044.7%
SAN vs DAR
+1,762.6%
+282.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | +2.0% | +12.8% | -10.8% | +0.5% |
| 3M | +19.7% | +7.4% | +12.4% | +18.5% |
| 6M | +30.6% | +22.3% | +8.4% | +27.1% |
| YTD | +28.8% | +81.1% | -52.2% | +19.9% |
| 1Y | +57.8% | +106.5% | -48.7% | +44.2% |
| 3Y | +338.1% | +5.3% | +332.8% | +325.8% |
| 5Y | +384.2% | -11.5% | +395.8% | +376.2% |
| 10Y | +353.1% | +353.3% | -0.2% | +277.3% |
| All | +2,044.7% | +1,762.6% | +282.2% | +1,507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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