+110.9%
DT vs SPMO
+298.2%
-187.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.5% |
| 7D | -4.9% | +3.4% | -8.2% | -7.6% |
| 30D | +2.7% | +0.5% | +2.2% | +1.9% |
| 3M | +20.0% | +1.9% | +18.1% | +14.3% |
| 6M | +28.0% | +27.8% | +0.2% | -4.5% |
| YTD | +16.0% | +26.7% | -10.6% | -12.8% |
| 1Y | +0.7% | +28.9% | -28.2% | -26.0% |
| 3Y | +6.2% | +160.7% | -154.5% | -65.3% |
| 5Y | -28.1% | +150.2% | -178.3% | -75.1% |
| All | +110.9% | +298.2% | -187.3% | -53.9% |
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 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