+25.4%
DBA vs SPY
+663.4%
-638.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -7.9% | -3.3% | -4.5% | -7.1% |
| 3M | -5.5% | -2.4% | -3.1% | -5.0% |
| 6M | -6.7% | +2.6% | -9.2% | -7.4% |
| YTD | +2.3% | +11.2% | -9.0% | -0.6% |
| 1Y | +3.2% | +13.4% | -10.2% | -0.2% |
| 3Y | +33.0% | +79.9% | -46.9% | +13.8% |
| 5Y | +52.8% | +72.2% | -19.4% | +31.1% |
| 10Y | +49.3% | +307.3% | -258.0% | -2.3% |
| All | +25.4% | +663.4% | -638.0% | -43.5% |
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