+2,173.1%
DLR vs SIMO
+2,080.4%
+92.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -0.8% |
| 7D | -3.6% | -22.0% | +18.4% | -0.5% |
| 30D | -3.5% | -43.0% | +39.6% | +3.7% |
| 3M | -8.9% | -39.1% | +30.2% | -3.6% |
| 6M | -11.6% | -33.3% | +21.7% | -9.2% |
| YTD | +14.9% | +77.0% | -62.1% | +0.2% |
| 1Y | +6.4% | +73.0% | -66.6% | -6.9% |
| 3Y | +47.3% | +215.7% | -168.5% | +15.7% |
| 5Y | +32.8% | +155.6% | -122.8% | +4.5% |
| 10Y | +169.6% | +388.4% | -218.8% | +83.0% |
| All | +2,173.1% | +2,080.4% | +92.6% | +813.0% |
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