+2,341.5%
DLR vs SIMO
+3,332.4%
-990.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.9% |
| 7D | +1.6% | +4.2% | -2.7% | +0.9% |
| 30D | -3.4% | +4.1% | -7.4% | -4.3% |
| 3M | +0.5% | -12.9% | +13.4% | +0.7% |
| 6M | +4.6% | +110.3% | -105.8% | -9.4% |
| YTD | +23.4% | +178.6% | -155.2% | +1.9% |
| 1Y | +19.0% | +220.0% | -201.0% | -4.0% |
| 3Y | +56.5% | +409.0% | -352.5% | +16.1% |
| 5Y | +33.3% | +277.3% | -244.0% | +0.2% |
| 10Y | +165.1% | +506.6% | -341.5% | +76.1% |
| All | +2,341.5% | +3,332.4% | -990.9% | +829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling