+177.5%
DLR vs SIMO
+434.7%
-257.2%
-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% | -8.5% | +10.8% | +3.3% |
| 30D | +0.7% | -34.8% | +35.6% | +5.6% |
| 3M | -6.4% | -32.8% | +26.4% | -2.8% |
| 6M | -6.5% | -32.0% | +25.5% | -4.5% |
| YTD | +18.8% | +87.0% | -68.2% | +3.6% |
| 1Y | +9.0% | +86.1% | -77.0% | -4.8% |
| 3Y | +54.5% | +226.4% | -171.9% | +22.1% |
| 5Y | +35.8% | +172.1% | -136.3% | +7.1% |
| 10Y | +177.5% | +408.0% | -230.6% | +87.3% |
| All | +177.5% | +434.7% | -257.2% | +87.3% |
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