+87.8%
DT vs SPMO
+250.7%
-162.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.1% |
| 7D | +3.1% | +6.3% | -3.2% | -2.3% |
| 30D | -29.5% | -8.9% | -20.7% | -23.9% |
| 3M | -11.7% | -13.2% | +1.5% | -1.2% |
| 6M | +29.0% | -9.3% | +38.3% | +34.0% |
| YTD | +3.4% | +11.6% | -8.2% | -13.9% |
| 1Y | -4.2% | +13.4% | -17.6% | -21.7% |
| 3Y | -12.8% | +122.9% | -135.7% | -67.3% |
| 5Y | -39.6% | +113.9% | -153.5% | -76.1% |
| All | +87.8% | +250.7% | -162.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling