+311.0%
SPYM vs DLR
+188.2%
+122.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +2.6% | +3.3% | -0.8% | +1.5% |
| 30D | -2.0% | +4.6% | -6.6% | -3.5% |
| 3M | -2.8% | -8.3% | +5.5% | -0.3% |
| 6M | +2.2% | -5.6% | +7.8% | +3.3% |
| YTD | +11.5% | +18.7% | -7.2% | +4.1% |
| 1Y | +13.5% | +17.1% | -3.6% | +6.4% |
| 3Y | +78.0% | +54.4% | +23.7% | +48.7% |
| 5Y | +73.1% | +36.5% | +36.7% | +47.7% |
| All | +311.0% | +188.2% | +122.8% | +189.7% |
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