+828.4%
SPYM vs DLR
+1,864.7%
-1,036.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +0.1% | -3.4% | +3.4% | +1.0% |
| 3M | +2.0% | +0.5% | +1.5% | +1.4% |
| 6M | +13.1% | +4.6% | +8.5% | +10.9% |
| YTD | +13.6% | +23.4% | -9.8% | +6.1% |
| 1Y | +20.1% | +19.0% | +1.0% | +13.0% |
| 3Y | +77.6% | +56.5% | +21.0% | +52.1% |
| 5Y | +82.5% | +33.3% | +49.2% | +60.6% |
| 10Y | +317.6% | +165.1% | +152.5% | +195.3% |
| All | +828.4% | +1,864.7% | -1,036.2% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling