+22.0%
DB vs SPY
+21.3%
+0.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +0.9% |
| 7D | +3.7% | +0.3% | +3.5% | +3.3% |
| 30D | +10.9% | +0.2% | +10.7% | +10.5% |
| 3M | +32.9% | +2.8% | +30.2% | +27.0% |
| 6M | +30.3% | +14.3% | +16.1% | +4.0% |
| YTD | +11.7% | +14.0% | -2.3% | -10.3% |
| All | +22.0% | +21.3% | +0.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling