+26.4%
DBA vs SPY
+667.9%
-641.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +3.3% | -2.8% | -0.3% |
| 30D | -7.5% | -2.7% | -4.8% | -6.9% |
| 3M | -5.5% | -1.7% | -3.8% | -5.2% |
| 6M | -7.9% | +3.1% | -11.0% | -8.7% |
| YTD | +3.1% | +11.9% | -8.8% | 0.0% |
| 1Y | +3.2% | +12.0% | -8.8% | +0.1% |
| 3Y | +34.6% | +78.2% | -43.6% | +15.4% |
| 5Y | +50.9% | +73.2% | -22.3% | +29.3% |
| 10Y | +51.6% | +309.6% | -258.0% | -0.9% |
| All | +26.4% | +667.9% | -641.5% | -43.1% |
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 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