+439.5%
DMLP vs SPY
+311.3%
+128.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | +12.8% | -0.9% | +13.8% | +13.3% |
| 3M | +11.5% | +3.9% | +7.6% | +8.9% |
| 6M | +16.7% | +14.5% | +2.2% | +7.5% |
| YTD | +44.6% | +12.9% | +31.7% | +34.1% |
| 1Y | +34.9% | +19.4% | +15.5% | +20.8% |
| 3Y | +41.4% | +78.5% | -37.1% | -2.2% |
| 5Y | +204.8% | +81.8% | +123.1% | +105.0% |
| 10Y | +439.5% | +311.5% | +128.0% | +88.8% |
| All | +439.5% | +311.3% | +128.2% | +88.8% |
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