+231.8%
DB vs SPY
+74.0%
+157.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +0.6% | +3.3% | -2.7% | -2.9% |
| 30D | +9.9% | -2.7% | +12.6% | +13.3% |
| 3M | -4.8% | -1.7% | -3.1% | -2.9% |
| 6M | +19.6% | +3.1% | +16.5% | +15.8% |
| YTD | -1.5% | +11.9% | -13.4% | -12.3% |
| 1Y | -1.7% | +12.0% | -13.7% | -12.4% |
| 3Y | +255.9% | +78.2% | +177.7% | +91.7% |
| 5Y | +231.8% | +73.2% | +158.6% | +85.3% |
| All | +231.8% | +74.0% | +157.8% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling