+189.5%
DLR vs SIMO
+453.3%
-263.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.5% | -0.9% |
| 7D | -2.0% | +0.9% | -3.0% | -2.3% |
| 30D | +0.5% | -25.4% | +25.9% | +3.6% |
| 3M | -4.4% | -17.8% | +13.3% | -3.1% |
| 6M | -6.4% | -29.6% | +23.1% | -4.9% |
| YTD | +19.5% | +100.3% | -80.8% | +3.3% |
| 1Y | +10.5% | +100.4% | -89.8% | -4.5% |
| 3Y | +54.0% | +246.1% | -192.1% | +20.8% |
| 5Y | +39.7% | +189.8% | -150.1% | +9.2% |
| 10Y | +189.5% | +434.6% | -245.1% | +96.6% |
| All | +189.5% | +453.3% | -263.8% | +96.6% |
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