+176.5%
DLR vs SPMO
+517.6%
-341.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | -4.3% | -1.9% | -2.4% | -3.2% |
| 3M | +3.8% | -1.4% | +5.2% | +3.6% |
| 6M | +5.8% | +25.5% | -19.7% | -10.1% |
| YTD | +23.5% | +24.8% | -1.3% | +5.2% |
| 1Y | +11.1% | +24.5% | -13.4% | -5.3% |
| 3Y | +57.9% | +157.1% | -99.3% | -16.4% |
| 5Y | +44.0% | +149.5% | -105.5% | -23.0% |
| All | +176.5% | +517.6% | -341.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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