+242.4%
DMO vs SPY
+831.9%
-589.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -3.0% | -0.9% | -2.0% | -2.7% |
| 3M | -2.1% | +3.9% | -6.0% | -3.4% |
| 6M | -0.8% | +14.5% | -15.3% | -5.1% |
| YTD | -0.7% | +12.9% | -13.6% | -4.6% |
| 1Y | -3.6% | +19.4% | -23.0% | -9.1% |
| 3Y | +34.2% | +78.5% | -44.3% | +9.8% |
| 5Y | +16.1% | +81.8% | -65.6% | -6.5% |
| 10Y | +36.5% | +311.5% | -275.0% | -15.2% |
| All | +242.4% | +831.9% | -589.4% | +87.2% |
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