+35.1%
DBB vs SPY
+677.7%
-642.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -1.1% | -1.0% | 0.0% | -0.6% |
| 3M | -1.9% | -0.3% | -1.6% | -1.8% |
| 6M | +1.3% | +7.3% | -6.0% | -1.8% |
| YTD | +8.2% | +13.3% | -5.2% | +2.3% |
| 1Y | +17.9% | +14.8% | +3.1% | +10.9% |
| 3Y | +54.6% | +82.9% | -28.3% | +17.5% |
| 5Y | +40.4% | +75.6% | -35.2% | +7.3% |
| 10Y | +108.6% | +330.5% | -222.0% | -0.3% |
| All | +35.1% | +677.7% | -642.6% | -57.3% |
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