+90.6%
DBE vs SPY
+78.0%
+12.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.4% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | -6.7% | -3.3% | -3.4% | -6.9% |
| 3M | +19.7% | -2.4% | +22.2% | +19.6% |
| 6M | +13.3% | +2.6% | +10.7% | +13.3% |
| YTD | +101.7% | +11.2% | +90.5% | +101.1% |
| 1Y | +90.4% | +13.4% | +77.0% | +88.8% |
| 3Y | +90.6% | +79.9% | +10.7% | +64.1% |
| All | +90.6% | +78.0% | +12.6% | +64.1% |
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 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