+183.3%
DBD vs SPY
+72.1%
+111.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +5.8% | -2.7% | +8.6% | +8.7% |
| 30D | -10.4% | -5.4% | -5.0% | -5.2% |
| 3M | -21.8% | -4.1% | -17.8% | -18.5% |
| 6M | -26.7% | +0.7% | -27.4% | -27.4% |
| YTD | -14.2% | +8.7% | -22.8% | -21.7% |
| 1Y | -11.2% | +10.9% | -22.1% | -20.7% |
| 3Y | +204.3% | +75.0% | +129.3% | +81.2% |
| All | +183.3% | +72.1% | +111.2% | +70.9% |
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