+65.5%
DBA vs SPY
+311.3%
-245.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.2% | +0.5% | -1.8% | -1.3% |
| 30D | +5.5% | -0.9% | +6.4% | +5.6% |
| 3M | +10.6% | +3.9% | +6.7% | +10.0% |
| 6M | +9.1% | +14.5% | -5.5% | +6.7% |
| YTD | +14.1% | +12.9% | +1.2% | +11.9% |
| 1Y | +10.6% | +19.4% | -8.7% | +7.5% |
| 3Y | +50.3% | +78.5% | -28.1% | +36.9% |
| 5Y | +75.3% | +81.8% | -6.4% | +58.5% |
| 10Y | +65.5% | +311.5% | -246.1% | +32.0% |
| All | +65.5% | +311.3% | -245.8% | +32.0% |
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 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