+165.2%
DBC vs SPY
+312.5%
-147.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.9% | -0.4% | +3.2% | +3.0% |
| 30D | +9.8% | -1.4% | +11.1% | +10.2% |
| 3M | +13.0% | +3.7% | +9.3% | +11.6% |
| 6M | +21.0% | +13.0% | +8.0% | +16.2% |
| YTD | +46.9% | +12.4% | +34.5% | +41.2% |
| 1Y | +52.7% | +18.5% | +34.1% | +44.1% |
| 3Y | +49.7% | +77.6% | -27.9% | +22.3% |
| 5Y | +97.6% | +81.7% | +15.9% | +58.6% |
| 10Y | +165.2% | +319.7% | -154.4% | +59.1% |
| All | +165.2% | +312.5% | -147.3% | +59.1% |
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 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