+37.7%
DBB vs SPY
+67.0%
-29.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | 0.0% |
| 7D | -2.8% | -4.7% | +1.9% | -1.0% |
| 30D | -3.1% | -5.9% | +2.8% | -0.9% |
| 3M | -4.6% | -4.5% | -0.1% | -2.9% |
| 6M | -2.6% | +1.8% | -4.4% | -3.2% |
| YTD | +6.4% | +8.3% | -2.0% | +3.3% |
| 1Y | +16.1% | +9.3% | +6.7% | +12.4% |
| 3Y | +52.1% | +74.9% | -22.8% | +25.1% |
| 5Y | +37.7% | +67.3% | -29.6% | +14.1% |
| All | +37.7% | +67.0% | -29.3% | +14.1% |
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 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