+429.6%
DMLP vs SPY
+308.5%
+121.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +4.4% | +3.3% | +1.1% | +2.6% |
| 30D | -2.8% | -2.7% | -0.1% | -1.4% |
| 3M | +6.7% | -1.7% | +8.4% | +7.5% |
| 6M | +13.2% | +3.1% | +10.2% | +10.8% |
| YTD | +44.2% | +11.9% | +32.3% | +34.2% |
| 1Y | +35.7% | +12.0% | +23.7% | +26.1% |
| 3Y | +40.6% | +78.2% | -37.6% | -2.5% |
| 5Y | +167.3% | +73.2% | +94.1% | +85.8% |
| All | +429.6% | +308.5% | +121.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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