+293.7%
DLR vs SPMO
+575.8%
-282.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +3.4% | +3.4% | 0.0% | +1.4% |
| 30D | -2.2% | +0.5% | -2.7% | -2.5% |
| 3M | +4.7% | +1.9% | +2.8% | +2.4% |
| 6M | +9.0% | +27.8% | -18.8% | -7.9% |
| YTD | +24.1% | +26.7% | -2.5% | +5.4% |
| 1Y | +20.9% | +28.9% | -8.0% | +1.5% |
| 3Y | +60.0% | +160.7% | -100.6% | -13.9% |
| 5Y | +35.3% | +150.2% | -114.9% | -25.9% |
| 10Y | +165.8% | +517.5% | -351.8% | +0.9% |
| All | +293.7% | +575.8% | -282.1% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling