+1,400.1%
DMLP vs SPY
+1,272.5%
+127.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +14.5% | +0.1% | +14.5% | +14.4% |
| 3M | +8.9% | +2.0% | +6.9% | +7.3% |
| 6M | +17.3% | +13.0% | +4.3% | +8.3% |
| YTD | +43.6% | +13.5% | +30.0% | +32.1% |
| 1Y | +29.8% | +20.0% | +9.9% | +15.4% |
| 3Y | +43.5% | +77.2% | -33.7% | -0.9% |
| 5Y | +208.8% | +81.9% | +126.9% | +106.9% |
| 10Y | +457.7% | +314.1% | +143.6% | +121.5% |
| All | +1,400.1% | +1,272.5% | +127.7% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling