+13.5%
DMO vs SPY
+82.3%
-68.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -4.5% | -1.1% | -3.5% | -4.3% |
| 3M | -4.2% | +3.9% | -8.1% | -5.1% |
| 6M | -2.1% | +13.6% | -15.7% | -4.9% |
| YTD | -2.3% | +12.7% | -15.0% | -5.0% |
| 1Y | -5.5% | +17.5% | -23.0% | -8.9% |
| 3Y | +36.7% | +76.9% | -40.2% | +18.4% |
| All | +13.5% | +82.3% | -68.8% | -4.5% |
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