+177.5%
DLR vs SIMO
+436.4%
-258.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +2.7% |
| 7D | +2.4% | -8.2% | +10.5% | +3.3% |
| 30D | +0.7% | -34.6% | +35.4% | +5.6% |
| 3M | -6.4% | -32.6% | +26.2% | -2.8% |
| 6M | -6.5% | -31.8% | +25.3% | -4.5% |
| YTD | +18.8% | +87.6% | -68.8% | +3.6% |
| 1Y | +9.0% | +86.7% | -77.6% | -4.9% |
| 3Y | +54.5% | +227.4% | -172.9% | +22.0% |
| 5Y | +35.8% | +173.0% | -137.2% | +7.0% |
| 10Y | +177.5% | +409.6% | -232.2% | +87.2% |
| All | +177.5% | +436.4% | -258.9% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling