+233.4%
DB vs SPY
+315.0%
-81.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +2.2% |
| 7D | +7.3% | +0.1% | +7.2% | +7.1% |
| 30D | +8.6% | -3.3% | +11.9% | +12.9% |
| 3M | -3.9% | -2.4% | -1.5% | -1.1% |
| 6M | +18.2% | +2.6% | +15.6% | +15.0% |
| YTD | -1.7% | +11.2% | -12.9% | -12.3% |
| 1Y | +3.9% | +13.4% | -9.5% | -9.2% |
| 3Y | +258.6% | +79.9% | +178.7% | +82.9% |
| 5Y | +231.1% | +72.2% | +158.9% | +78.5% |
| 10Y | +233.4% | +307.3% | -73.9% | -49.3% |
| All | +233.4% | +315.0% | -81.6% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling