+318.0%
SPYM vs DLR
+177.5%
+140.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -4.3% | +3.2% | +0.3% |
| 3M | +3.9% | +3.8% | +0.1% | +2.0% |
| 6M | +13.6% | +5.8% | +7.8% | +10.7% |
| YTD | +12.7% | +23.5% | -10.8% | +4.2% |
| 1Y | +17.6% | +11.1% | +6.5% | +12.3% |
| 3Y | +77.2% | +57.9% | +19.4% | +47.4% |
| 5Y | +84.1% | +44.0% | +40.2% | +54.6% |
| All | +318.0% | +177.5% | +140.6% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling