+413.6%
DMLP vs SPY
+315.0%
+98.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.7% | -3.3% | -1.4% | -3.1% |
| 3M | +8.7% | -2.4% | +11.1% | +10.0% |
| 6M | +14.2% | +2.6% | +11.7% | +12.1% |
| YTD | +39.4% | +11.2% | +28.1% | +30.1% |
| 1Y | +35.2% | +13.4% | +21.8% | +24.7% |
| 3Y | +37.0% | +79.9% | -42.9% | -5.6% |
| 5Y | +149.3% | +72.2% | +77.1% | +73.8% |
| 10Y | +413.6% | +307.3% | +106.3% | +69.3% |
| All | +413.6% | +315.0% | +98.6% | +69.3% |
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