+72.9%
DB vs SPY
+1,631.4%
-1,558.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +8.6% | +0.1% | +8.6% | +8.6% |
| 3M | +28.4% | +2.0% | +26.4% | +25.2% |
| 6M | +28.4% | +13.0% | +15.4% | +10.0% |
| YTD | +11.1% | +13.5% | -2.5% | -5.3% |
| 1Y | +21.3% | +20.0% | +1.3% | -3.8% |
| 3Y | +316.1% | +77.2% | +238.9% | +93.5% |
| 5Y | +280.2% | +81.9% | +198.3% | +70.2% |
| 10Y | +273.2% | +314.1% | -40.8% | -45.9% |
| All | +72.9% | +1,631.4% | -1,558.5% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling