+45.7%
DBC vs SPY
+80.4%
-34.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +12.0% | +0.1% | +12.0% | +12.0% |
| 3M | +6.8% | +2.0% | +4.8% | +6.5% |
| 6M | +22.0% | +13.0% | +9.0% | +20.0% |
| YTD | +42.7% | +13.5% | +29.1% | +40.0% |
| 1Y | +48.5% | +20.0% | +28.5% | +43.9% |
| All | +45.7% | +80.4% | -34.7% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling