+2,101.2%
SAN vs DOC
+2,974.4%
-873.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.5% |
| 30D | +2.0% | -4.8% | +6.7% | +4.2% |
| 3M | +19.7% | +6.9% | +12.8% | +15.7% |
| 6M | +30.6% | +20.7% | +9.9% | +18.5% |
| YTD | +28.8% | +34.1% | -5.3% | +11.2% |
| 1Y | +57.8% | +22.6% | +35.1% | +41.2% |
| 3Y | +338.1% | +20.8% | +317.3% | +283.8% |
| 5Y | +384.2% | -24.9% | +409.1% | +423.4% |
| 10Y | +353.1% | -1.8% | +355.0% | +300.9% |
| All | +2,101.2% | +2,974.4% | -873.2% | +617.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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