+169.9%
DMLP vs SPY
+72.1%
+97.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +4.4% | +2.6% | +1.8% | +3.4% |
| 30D | -1.2% | -2.0% | +0.7% | -0.5% |
| 3M | +7.4% | -2.8% | +10.2% | +8.5% |
| 6M | +14.7% | +2.1% | +12.6% | +13.4% |
| YTD | +45.6% | +11.5% | +34.1% | +38.2% |
| 1Y | +36.8% | +13.5% | +23.3% | +28.6% |
| 3Y | +42.8% | +77.7% | -34.9% | +5.8% |
| All | +169.9% | +72.1% | +97.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling