+210.4%
DBEF vs SPY
+318.9%
-108.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -2.6% | -2.0% | -0.6% | -1.1% |
| 30D | -3.2% | -1.7% | -1.6% | -2.0% |
| 3M | +4.6% | +4.7% | -0.2% | +1.0% |
| 6M | +9.1% | +12.5% | -3.4% | -0.1% |
| YTD | +13.2% | +11.7% | +1.4% | +4.2% |
| 1Y | +22.0% | +17.5% | +4.5% | +8.1% |
| 3Y | +66.1% | +76.6% | -10.5% | +7.8% |
| 5Y | +84.5% | +82.0% | +2.5% | +15.6% |
| All | +210.4% | +318.9% | -108.5% | -6.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling