+210.2%
DB vs SPY
+311.8%
-101.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.9% |
| 7D | +1.6% | -0.9% | +2.5% | +2.5% |
| 30D | +10.9% | -2.4% | +13.3% | +14.0% |
| 3M | -2.4% | -1.2% | -1.2% | -1.0% |
| 6M | +21.8% | +3.3% | +18.5% | +17.5% |
| YTD | +0.3% | +12.3% | -12.0% | -11.5% |
| 1Y | +2.5% | +12.4% | -9.9% | -9.6% |
| 3Y | +262.4% | +78.8% | +183.6% | +86.1% |
| 5Y | +235.0% | +75.2% | +159.9% | +77.0% |
| 10Y | +210.2% | +311.1% | -100.9% | -53.1% |
| All | +210.2% | +311.8% | -101.6% | -53.1% |
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 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