+54.4%
DLR vs SIMO
+221.6%
-167.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -1.2% |
| 7D | +3.3% | +4.1% | -0.8% | +2.8% |
| 30D | +4.6% | -24.0% | +28.6% | +7.4% |
| 3M | -8.3% | -31.8% | +23.5% | -4.9% |
| 6M | -5.6% | -36.9% | +31.3% | -2.9% |
| YTD | +18.7% | +84.8% | -66.1% | +1.1% |
| 1Y | +17.1% | +99.0% | -81.9% | -1.9% |
| 3Y | +54.4% | +217.9% | -163.6% | +11.8% |
| All | +54.4% | +221.6% | -167.3% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling