+4.3%
DT vs SPMO
+29.9%
-25.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.5% |
| 7D | -3.3% | +2.0% | -5.3% | -3.2% |
| 30D | +2.0% | -0.4% | +2.4% | +1.9% |
| 3M | +20.0% | -1.9% | +21.9% | +19.2% |
| 6M | +39.3% | +25.0% | +14.3% | +34.6% |
| YTD | +19.8% | +26.0% | -6.3% | +15.4% |
| 1Y | +4.3% | +28.7% | -24.4% | +2.9% |
| All | +4.3% | +29.9% | -25.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling