+2,263.5%
DLR vs SIMO
+2,368.1%
-104.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.5% | -1.1% |
| 7D | -2.0% | +0.9% | -3.0% | -2.3% |
| 30D | +0.5% | -25.4% | +25.9% | +4.1% |
| 3M | -4.4% | -17.8% | +13.3% | -3.0% |
| 6M | -6.4% | -29.6% | +23.1% | -4.6% |
| YTD | +19.5% | +100.3% | -80.8% | +2.3% |
| 1Y | +10.5% | +100.4% | -89.8% | -5.4% |
| 3Y | +54.0% | +246.1% | -192.1% | +19.4% |
| 5Y | +39.7% | +189.8% | -150.1% | +8.0% |
| 10Y | +189.5% | +434.6% | -245.1% | +94.1% |
| All | +2,263.5% | +2,368.1% | -104.6% | +832.5% |
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