+38.6%
DBA vs SPY
+679.2%
-640.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | +8.1% | +2.0% | +6.1% | +7.5% |
| 6M | +10.5% | +13.0% | -2.6% | +7.0% |
| YTD | +13.0% | +13.5% | -0.5% | +9.4% |
| 1Y | +9.7% | +20.0% | -10.2% | +4.7% |
| 3Y | +49.4% | +77.2% | -27.8% | +28.4% |
| 5Y | +71.4% | +81.9% | -10.4% | +45.0% |
| 10Y | +65.3% | +314.1% | -248.7% | +7.8% |
| All | +38.6% | +679.2% | -640.6% | -37.8% |
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