+276.5%
DLR vs SPMO
+495.2%
-218.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.0% |
| 7D | +3.3% | +6.3% | -3.0% | -0.4% |
| 30D | +4.6% | -8.9% | +13.5% | +10.2% |
| 3M | -8.3% | -13.2% | +4.9% | -0.5% |
| 6M | -5.6% | -9.3% | +3.6% | -1.7% |
| YTD | +18.7% | +11.6% | +7.2% | +8.4% |
| 1Y | +17.1% | +13.4% | +3.7% | +5.9% |
| 3Y | +54.4% | +122.9% | -68.5% | -9.0% |
| 5Y | +36.5% | +113.9% | -77.4% | -18.2% |
| 10Y | +187.7% | +460.5% | -272.8% | +17.7% |
| All | +276.5% | +495.2% | -218.7% | +55.3% |
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