+82.3%
SPYM vs DLR
+40.9%
+41.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | +2.9% | -3.3% | -1.2% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +3.7% | +2.9% | +0.8% | +2.3% |
| 6M | +13.0% | +6.7% | +6.4% | +10.0% |
| YTD | +12.5% | +23.9% | -11.4% | +4.2% |
| 1Y | +18.6% | +18.6% | 0.0% | +11.0% |
| 3Y | +78.0% | +59.7% | +18.4% | +48.1% |
| 5Y | +82.3% | +42.1% | +40.3% | +54.6% |
| All | +82.3% | +40.9% | +41.4% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling