+226.1%
DBD vs SPY
+78.8%
+147.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | -11.0% | -0.9% | -10.1% | -10.1% |
| 3M | -17.5% | +3.9% | -21.3% | -20.7% |
| 6M | -13.5% | +14.5% | -28.1% | -25.2% |
| YTD | -1.2% | +12.9% | -14.1% | -13.3% |
| 1Y | +10.2% | +19.4% | -9.2% | -8.7% |
| 3Y | +275.6% | +78.5% | +197.1% | +116.8% |
| All | +226.1% | +78.8% | +147.3% | +89.4% |
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