+51.5%
DBA vs SPY
+72.1%
-20.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +1.7% | +2.6% | -0.9% | +1.3% |
| 30D | -6.1% | -2.0% | -4.1% | -5.8% |
| 3M | -3.9% | -2.8% | -1.1% | -3.5% |
| 6M | -7.6% | +2.1% | -9.7% | -7.9% |
| YTD | +4.0% | +11.5% | -7.5% | +2.5% |
| 1Y | +4.8% | +13.5% | -8.6% | +3.0% |
| 3Y | +33.9% | +77.7% | -43.8% | +24.4% |
| All | +51.5% | +72.1% | -20.6% | +42.0% |
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 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