+154.2%
DBC vs SPY
+308.5%
-154.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.8% | +3.3% | -5.1% | -2.7% |
| 30D | -7.7% | -2.7% | -5.0% | -7.0% |
| 3M | +2.7% | -1.7% | +4.4% | +3.0% |
| 6M | -2.5% | +3.1% | -5.5% | -3.7% |
| YTD | +38.2% | +11.9% | +26.3% | +32.8% |
| 1Y | +38.7% | +12.0% | +26.7% | +33.2% |
| 3Y | +46.9% | +78.2% | -31.3% | +19.8% |
| 5Y | +66.5% | +73.2% | -6.7% | +36.0% |
| All | +154.2% | +308.5% | -154.2% | +63.0% |
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