+53.9%
DBA vs SPY
+67.4%
-13.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -2.6% |
| 30D | -8.4% | -5.4% | -3.0% | -7.7% |
| 3M | -4.8% | -4.1% | -0.7% | -4.3% |
| 6M | -6.9% | +0.7% | -7.7% | -7.1% |
| YTD | +2.3% | +8.7% | -6.4% | +1.1% |
| 1Y | +3.6% | +10.9% | -7.3% | +2.1% |
| 3Y | +31.1% | +75.0% | -43.9% | +22.1% |
| All | +53.9% | +67.4% | -13.4% | +45.1% |
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 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