+104.0%
DBB vs SPY
+312.9%
-208.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | -2.1% | -5.4% | +3.2% | -0.4% |
| 3M | -3.8% | -4.1% | +0.3% | -2.5% |
| 6M | -2.7% | +0.7% | -3.4% | -2.9% |
| YTD | +7.1% | +8.7% | -1.5% | +4.4% |
| 1Y | +17.4% | +10.9% | +6.5% | +13.6% |
| 3Y | +51.2% | +75.0% | -23.7% | +26.8% |
| 5Y | +38.7% | +67.8% | -29.1% | +16.7% |
| All | +104.0% | +312.9% | -208.9% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling