+235.4%
DB vs SPY
+75.1%
+160.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.7% | -4.7% |
| 7D | +3.6% | -2.7% | +6.3% | +6.7% |
| 30D | +3.8% | -5.4% | +9.2% | +10.6% |
| 3M | -7.4% | -4.1% | -3.3% | -2.9% |
| 6M | +12.8% | +0.7% | +12.1% | +12.1% |
| YTD | -6.4% | +8.7% | -15.0% | -14.0% |
| 1Y | -0.2% | +10.9% | -11.1% | -10.1% |
| 3Y | +235.4% | +75.0% | +160.4% | +94.3% |
| All | +235.4% | +75.1% | +160.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling