+13.0%
DLR vs SIMO
+94.5%
-81.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +3.3% |
| 7D | +2.8% | -16.9% | +19.7% | +4.2% |
| 30D | +2.8% | -35.4% | +38.2% | +5.8% |
| 3M | -4.0% | -31.9% | +27.9% | -1.8% |
| 6M | -5.6% | -19.3% | +13.7% | -4.9% |
| YTD | +21.9% | +98.5% | -76.5% | +12.9% |
| 1Y | +13.0% | +100.5% | -87.5% | +4.1% |
| All | +13.0% | +94.5% | -81.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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